Ability to Automatically Apply the parameters of a specific cell in a WF Matrix to the WF Strategy

1/ Currently, applying the optimized parameter from a cell in a WF matrix to a WF strategy is manual. 



Could you please add a feature to automatically apply the parameters from a cell in a WF matrix to a WF strategy? The must be a configuration on which cell and row will be use to apply the parameters to a WF strategy.
For example, I have a 5 x 5 WF matrix. If I want to automatically apply the optimized parameter of cell 3/row 3, I will define the row # and cell # in the new WFM setting, At the end of WFM run, the setting will be automatically applied to the WF strategy.

2/ This feature would be really useful, but there is let say suboptimal simplification in marking the best runs/%OOS cluster. If there is multiple best candidates (e.g. 7/9 passed twice) it will automatically chose the one which is closest to the top left corner. So if there is full matrix od passed clusters, the winner always be cluster [2,2] no matter if matrix is 4x4 or 10x10.
It would be better if there is multiple winners, chose the best not because it is closer to top left, but because it has better parameters e.g. better Stability of RDD (which calculation is also bugged: tasks/sq4_8594), or at least Stability of NP.
Long story short: Pls. in particular add option how decide which cluster is the best, in case there are more than 1 cluster which passed criterias. See attached pic.

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image-0.png
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  • Votes +8
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

Cc
#1

Cyber

30.06.2022 13:11

Task created

k
#2

Karish

30.06.2022 13:13
Voted for this task.
Cc
#3

Cyber

30.06.2022 13:29
Voted for this task.
TM
#4

tmatejka.

30.06.2022 13:40
Voted for this task.
Cc
#5

Cyber

30.06.2022 15:04
Currently, applying the optimized parameter from a cell in a WF matrix to a WF strategy is manual. 


Could you please add a feature to automatically apply the parameters from a cell in a WF matrix to a WF strategy? There must be a configuration on which cell and row will be used to apply the parameters to a WF strategy.
For example, I have a 5 x 5 WF matrix. If I want to automatically apply the optimized parameter of cell 3/row 3, I will define the row # and cell # in the new WFM setting, At the end of the WFM run, the parameter of the last run in Cell 3/Row 3 will be automatically applied to the WF strategy.

E
#6

Emmanuel

06.08.2022 15:37
Voted for this task.
MF
#7

Mark Fric

14.09.2022 10:47

Status changed from New to Duplicate

https://roadmap.strategyquant.com/tasks/sq4_9042
MF
#8

Mark Fric

14.09.2022 11:22

Status changed from Duplicate to New

Attachment image-0.png added

image-0.png
(77.80 KiB)

add configuration according to screenshot.


help text: If selected, it will apply the resuting optimized parameters to the orignal strategy in WF optimized result
CG
#9

Chris G

19.09.2022 18:10
Voted for this task.
JT
#10

TiNTa

12.02.2023 23:14
Voted for this task.
JT
#11

TiNTa

12.02.2023 23:16

Description changed:

1/ Currently, applying the optimized parameter from a cell in a WF matrix to a WF strategy is manual. 



Could you please add a feature to automatically apply the parameters from a cell in a WF matrix to a WF strategy? The must be a configuration on which cell and row will be use to apply the parameters to a WF strategy.
For example, I have a 5 x 5 WF matrix. If I want to automatically apply the optimized parameter of cell 3/row 3, I will define the row # and cell # in the new WFM setting, At the end of WFM run, the setting will be automatically applied to the WF strategy.

2/ This feature would be really useful, but there is let say suboptimal simplification in marking the best runs/%OOS cluster. If there is multiple best candidates (e.g. 7/9 passed twice) it will automatically chose the one which is closest to the top left corner. So if there is full matrix od passed clusters, the winner always be cluster [2,2] no matter if matrix is 4x4 or 10x10.
It would be better if there is multiple winners, chose the best not because it is closer to top left, but because it has better parameters e.g. better Stability of RDD (which calculation is also bugged: tasks/sq4_8594), or at least Stability of NP.

v
#12

vlada01

13.02.2023 01:17
Voted for this task.
MH
#13

Ming

16.02.2023 15:43
Voted for this task.
JT
#14

TiNTa

06.07.2023 18:06

Attachment image-0.png deleted

JT
#15

TiNTa

06.07.2023 18:07

Description changed:

1/ Currently, applying the optimized parameter from a cell in a WF matrix to a WF strategy is manual. 



Could you please add a feature to automatically apply the parameters from a cell in a WF matrix to a WF strategy? The must be a configuration on which cell and row will be use to apply the parameters to a WF strategy.
For example, I have a 5 x 5 WF matrix. If I want to automatically apply the optimized parameter of cell 3/row 3, I will define the row # and cell # in the new WFM setting, At the end of WFM run, the setting will be automatically applied to the WF strategy.

2/ This feature would be really useful, but there is let say suboptimal simplification in marking the best runs/%OOS cluster. If there is multiple best candidates (e.g. 7/9 passed twice) it will automatically chose the one which is closest to the top left corner. So if there is full matrix od passed clusters, the winner always be cluster [2,2] no matter if matrix is 4x4 or 10x10.
It would be better if there is multiple winners, chose the best not because it is closer to top left, but because it has better parameters e.g. better Stability of RDD (which calculation is also bugged: tasks/sq4_8594), or at least Stability of NP.
Long story short: Pls. in particular add option how decide which cluster is the best, in case there are more than 1 cluster which passed criterias. See attached pic.


Votes: +8

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