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Mac B131 Dev4 - Unable to retest merged portfolio strategies

After merging two multi time frame strategies to trade parallel the merged portfolio fails to retest in the Retester module. The original strategies have 4 subcharts but the Retester displays an error asking for 5 subcharts.

I have checked all strategies and they have the same timeframe subcharts.

Mac B131 Dev4

Attachments

Portfolio Parallel 2.sqx

(94.46 KiB)

Strategy 071808.sqx

(143.65 KiB)

log_2021_03_30.log

(191.48 KiB)

Strategy 017548.sqx

(131.59 KiB)

Screenshot 2021-03-30 at 161250.png

(43.09 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

Jabezz

30.03.2021 11:24

Task created

Jabezz

30.03.2021 11:37

Attachment Screenshot 2021-03-30 at 163614.png added

Screenshot 2021-03-30 at 163614.png

(49.64 KiB)

Looking at the pseudo code it appears to be adding an extra subchart 1 (5 minute) which is actually the main chart timeframe.

hankeys

30.03.2021 18:13

merged portfolio cant be retested

Jabezz

31.03.2021 02:19

@hankeys that's not entirely true. You can retest the ensemble merged portfolio that incorporates the fuzzy logic. Maybe you are correct about the parallel merge?

hankeys

31.03.2021 06:58

merged strategy with the last option is not exactly merged, there is only entry condition merged together, so you are getting single strategy with fuzzy logic - not merged portfolio

Tomas Brynda

31.03.2021 11:10

Status changed from New to Refused

Hi Jabezz,

you have attached a merged portfolio. It is not possible to backest merged portfolios trading in parallel in SQ.

Best regards,

Tomas

Jabezz

31.03.2021 11:31

Ok Tomas, as hankeys pointed out earlier, fair enough I was not aware of that.

Votes: 0