132 Dev2 Bug - Strategies with Auto Applied Sequential Optimization Parameters wont show the same Results when Retested.

132 Dev2 Bug - Strategies with Auto Applied Sequential Optimization Parameters wont show the same Results when Retested.


Attachments
No attachments
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

k
#1

Karish

13.06.2021 07:48

Task created

k
#2

Karish

13.06.2021 08:57
Voted for this task.
MF
#3

Mark Fric

14.06.2021 08:36

Status changed from New to Waiting for information

please be more specific, or ideally attach your configs.


If you use the option "Apply the optimized parameters to the strategy" then this is normal behavior - because after the seq. optimization you change the strategy parameters and next time you have different parameter values on the start.

k
#4

Karish

14.06.2021 09:10

The problem lays at when "Apply the optimized parameters to the strategy" been used, the Results of the strategies are showing the Original results by default, rather than the Optimized results by default,


If we already selected "Apply the optimized parameters to the strategy" we would want to see the Optimized strategies results as default because this is what we want,


if we did not use "Apply the optimized parameters to the strategy" option then it would have been considered as just a test for strategies, we dont really check their parameters when this option is not selected..


so i would considered this as a bug that needs to be fixed..,

it's simple:

If "Apply the optimized parameters to the strategy" is Selected, Then turn all the strategies results into the Optimized results as default rather than the original results as default as we got currently..


thanks.

Because i am doing retests currently and when checking the results of all strategies, they are all showing the Original Results, rather than the Optimized Results, this is so confusing....., cant work like that..,
every time i need to select the Optimized results from the selection menu on the top left corner of the chart..., this is just nonsense..

k
#5

Karish

14.06.2021 09:17

Try to do this:


Build a strategy with "Seq Opt" and "Apply the optimized parameters to the strategy" selected,


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,


You will see the same Optimized Parameters,

But the results would be always different.

MF
#6

Mark Fric

14.06.2021 09:19
ok, I understand, but the reason for that is that sequential optimization runs only after main backtest.


I don't think it is a good way to change main results by something in crosscheck. 

You can do it in multiple ways - either don't use "Don't apply" or do it in custom project and make one more retest of your strategy after you finish with your build/retest.

k
#7

Karish

14.06.2021 10:13

Tried your way, it works well now :),

You can close this task, thanks.


I love to use the Cross-Checks more to save on Steps,

i just build and retest the most important things for me all at-once, and them move forward with other steps,


thats why i thought it was a bug.

MF
#8

Mark Fric

14.06.2021 11:41

Status changed from Waiting for information to Refused

ok, I'm glad that it was explained

Votes: +1

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please