SPP KPI's compared to a value doesn't filter on the Retester

Let's say we want to compare CAGR/Mean DD(Median) with a certain value to filter strategies, like the picture attached.

But it seems it's not working.


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Screen Shot 2022-04-18 at 110541.png
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Screen Shot 2022-04-18 at 111200.png
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  • Votes +8
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

CG
#1

Chris G

18.04.2022 17:18

Task created

CG
#2

Chris G

18.04.2022 17:18
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b
#3

bentra

18.04.2022 18:06
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KB
#4

kbtech

19.04.2022 00:26
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DC
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anuffi

19.04.2022 01:01
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Kortezubi

19.04.2022 01:34
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IN
#7

altenburg90

19.04.2022 13:54
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#8

MM1

19.04.2022 14:06
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#9

Emmanuel

20.04.2022 12:21
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TT
#10

Tamas

25.08.2022 14:25

Status changed from New to In progress

CG
#11

Chris G

25.08.2022 19:33
Please do the same for NetProfitAvgDD
TT
#12

Tamas

01.09.2022 17:55

Status changed from In progress to Fixed

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Hello, for me it works fine.


Median values are calculated ONLY for CC Opt. Profile / Sys. Param. Permutation


Without project config I am not able to reproduce the bug. I am closing the task.


Please see the attached printscreens how to set up SQX to calculate Median values.


Votes: +8

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