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Forums>StrategyQuant>Application Support>bug report related to long history data

  • #112276 |
    Customer
    20 Posts

    Hi Mark,

     

     

    I met a problem during strategy generation.

     

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    this is my configuration and I also attached config-2014-0527.xml file.

     

     

    problem is like this :

     

    when I run random generation with this configuration using period 01.01.2000 ~ 01.06.2013, there is no error.

     

    but when I change the period to 01.01.1987 ~ 01.06.2013, this error message comes.

     

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    I just changed the test period.

     

    when I change timeframe into M30 or smaller, I should reduce the period to run properly.

     

    D1 works well, but below H1, there comes same error message.

     

    I think this problem is related to the number of bars in history data.

     

     

    Best,

    Lim

     

     

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    Malim

    #124969
    Mark Fric
    Administrator
    1182 Posts

    Hello Lim,

     

    I looked at this, this error appears when SQ internally tries to generate at least 1000 strategies and none of them passes the validity tests.

     

    It is related to the settings, in your case most probably the RRR ratio is causing problems. Without the ratio it works fine.

     

    We’ll improve the strategy generation process in the new major version, fr now there isn’t much that can be done about it.

    Mark
    StrategyQuant architect

    #124983
    Customer
    20 Posts

    OK. Thanks for your confirmation.

    Then, can I ask you when is your target date for new major version release?

    Malim

    #124987
    Mark Fric
    Administrator
    1182 Posts

    We don’t have fixed date, hopefully it will be ready in autumn this year.

    Mark
    StrategyQuant architect

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