Add Data/Data range parts into automatic retest in Custom projects as well
Hi SQ team, can you pls. add Data range parts, which is only in classic retester into Custom Projects/automatic retest task as well. I think most of us don't use standard retester, since you've released much more effective way by Automatic retesteter.
Use case: If we want to measure how well strategies survived crisis years 2008-2009, it would be super easy if we can set data e.g.
Whole data set: 2008-2020 (what is only possible now)
IS: 2010 - 2010
OOS: 2008 - 2010 (crisis years)
And we easily add condition like a: Avg.YearProfit(OOS) > 50 % Avg.YearProfit(IS)
So check if in crisis years was performance at least halfy as It was on rest of the data.
Use case: If we want to measure how well strategies survived crisis years 2008-2009, it would be super easy if we can set data e.g.
Whole data set: 2008-2020 (what is only possible now)
IS: 2010 - 2010
OOS: 2008 - 2010 (crisis years)
And we easily add condition like a: Avg.YearProfit(OOS) > 50 % Avg.YearProfit(IS)
So check if in crisis years was performance at least halfy as It was on rest of the data.
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Votes +2
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Project Extending SQ
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Type Feature
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Status New
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Priority Normal
History
JT
b
JT
JT
TiNTa
09.02.2022 10:14
Hi Bentra, it is not about market. In automatic retest isn't allowed set data ranges (IS and OOS) as is possible in classic retester. Since custom project/automatic retest was released I've never used old retesterer again as there aren't such a cool tools like a "use from strategies" switches and more important in old retester is not possible make project of multiple tasks. My biggest project has 85 tasks btw :)
b
bentra
09.02.2022 15:20Attachment 2022-02-09 3.png added
Attachment 2022-02-09 2.png added
"is not possible make project of multiple tasks"
Yes, you can use "old retester" in custom projects of multiple tasks. It's called "retest strategies" task.
Yes, you can use "old retester" in custom projects of multiple tasks. It's called "retest strategies" task.
JT
TiNTa
10.02.2022 12:09
Yes, thank you Benta, I know about this option, but the main reason why we can't use that "retest strategies" task is absence of critical (and pretty cool) switch "Use setting from strategy" as we normally use databanks of strategies with mixed timeframes, symbols, and trading options, e.g. exit of Friday Yes/No, so normal ''retest strategies" is useless for that.
Actually I don't know why would be any discrepancies between tools/options in "retest strategies" and "automatically retest" as those options like IS/OOS data ranges are already developed elsewhere.
b
Votes: +2
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EDIT: oh NM I guess you may have different markets to test.