132 Dev2 Bug - Automatic Retest wont work properly, (Date From & Date To) are not read from strategy it self.

k

#1

Karish

13.06.2021 07:32

Task created

k

#2

Karish

13.06.2021 08:57

Voted for this task.

MF

#3

Mark Fric

14.06.2021 08:42

Status changed from New to Waiting for information

sorry, I cannot reproduce this, it works correctly. Please attach your strategy and config of your custom project.

k

#4

Karish

14.06.2021 09:21

Build a strategy,

Wait for a strategy to be found,

Now AutoRetest/Retest with the same config settings on that same strategy,

Compare the results of the same strategy Before & After the AutoRetest/Retest with the same config settings,

But the results would be always different.

I got the same issue here: https://roadmap.strategyquant.com/tasks/sq4_8170/edit

MF

#5

Mark Fric

14.06.2021 09:23

Status changed from Waiting for information to Refused

ok, if it is related to the other task then the reason and solution is simple - don't use "Apply the optimized paranmeters" in Sequential optimization.

This is not a bug in retester.

k

#6

Karish

14.06.2021 09:25

Status changed from Refused to Waiting for information

Attachment Strategy 811611.sqx added

Strategy 811611.sqx

(78.10 KiB)

You can apply the config settings from my strategy here and re-try those steps above,

You will see that the Date From and Date To wont be read from the strategy.., it just uses the full amount of the Data for the restest.

k

#7

Karish

14.06.2021 10:04

Even if i do not use the Seq Opt, The AutoRetest still wont use the same Date From & Date To settings...,

This is what i try to tell you.

MF

#8

Mark Fric

14.06.2021 12:04

but this is a feature of Automatic retester - it uses original Date From, but when there is more data than Date To it will use also the new data and increase the OOS part by that.

It is so that you can update data, run Automatic Retest and see how it works on the new data.

h

#9

hankeys

15.06.2021 06:46

yes, sure - automatic retest will take whole data, so we can use it for automatically retest our strats with the newer data - this is the feature of it

if you dont want to use that way, you can turn on START DATE and END DATE and set the proper amount of data the automatic retest should take

MF

#10

Mark Fric

15.06.2021 09:45

Status changed from Waiting for information to Refused

132 Dev2 Bug - Automatic Retest wont work properly, (Date From & Date To) are not read from strategy it self.

History

Karish

Karish

Mark Fric

Karish

Mark Fric

Karish

Karish

Mark Fric

hankeys

Mark Fric