[131.658] - Builder sort Ranking/ Fitnes

I think something is wrong with the ranking.
The presentation of the charts for the entries in the database are different.
Attachments
Result Chart.png
(60.93 KiB)
Setting_Ranking.png
(14.38 KiB)
Result Record.png
(12.94 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status In progress
  • Priority Normal

History

HH
#1

Hans

01.06.2021 21:54

Task created

TT
#2

Tamas

02.06.2021 10:11

Status changed from New to Refused

Attachment image-0.png added

image-0.png
(81.06 KiB)
Based on your printscreens. Chart data are displaying stats for Full sample perid, databank columns for IS.


Switch the chart Sample type to IS

HH
#3

Hans

02.06.2021 18:59

Attachment Result Record_sort RDD ratio all vs IS.png added

Result Record_sort RDD ratio all vs IS.png
(78.19 KiB)

The ranking of the data in the chart does not match the sorting in the database.

I also marked the sorting again in color (red). In addition, the filter for "Strategy quality Ranking (fitness)" is set to "RDD / Ratio".


The definition in the Builder under Ranking does NOT say "In Sample".

I ask for another examination

TT
#4

Tamas

08.06.2021 12:56

Status changed from Refused to Waiting for information

The best strategies displayed on the dashboard are sorted by Fitness column... based on your printscreen it should be calculated from RetDD.


Can you please attach the project config file to reproduce the problem ?

HH
#5

Hans

09.06.2021 00:54

i sent a message.

Apparently there are other problems with "CloseType / CloseTime".


best Regards



TH
#6

Tomas Hruby

09.06.2021 09:47

Attachment ConfLog.zip added

ConfLog.zip
(75.10 KiB)
From the e-mail:

Hello Tamas,
 
attached the config and the logs.
If you have any further questions, please contact me.
 
best regards
MF
#7

Mark Fric

28.06.2021 11:44
toto mozem byt tym, ze ak je malo obchodov aplikuje sa na to nejaky koeficient.


Pozri task https://roadmap.strategyquant.com/tasks/sq4_8110 poznamku #6.


Nicim inym by to melao byt.

Ten koeficinet sa aplikuje vo volani IFitnessFunction implementacii -> getFitness() metode.


Pozri to, ked si s tym robil. Ak to nebude tym mozem to este pozriet.

TT
#8

Tamas

28.06.2021 12:46

Status changed from In progress to Waiting for information

Attachment image-0.png added

image-0.png
(544.78 KiB)
I just tried it with your project config and it works fine for me.


Fitness is calculated for each data part separately. I cannot see those details on your printscreen.


If you still have a problem with fitness ranking please attach the problematic strategies + databank view config file.



HH
#9

Hans

28.06.2021 18:10

Attachment image-0.png added

image-0.png
(35.64 KiB)
The problem in [131.658] still persists.

It also occurred to me that I was also using <Retester> + <Optimize> while the <Builder> process was running.

Only <Optimizr> was set to "NeProfit".


However, you should find or recognize it in the project file


TT
#10

Tamas

29.06.2021 08:21
can you please attach the problematic strategies so I can load them to SQX and sort them by retDD/fitness to see the problem ?


Are you sure that you do not mix sample types? 

HH
#11

Hans

07.07.2021 18:34
Tamas, you received an email.
What's next?
E
#12

Emmanuel

27.09.2021 16:42
Voted for this task.

Votes: +1

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