geneticizing one side str, a bug?
6 replies
Batch
9 years ago #112998
I put a databank full of str’s that have only long trades and ran genetics on it with “longs only” checked in strategy options, YET SQ creates long & short strategies. Is this a “bug” or is it intended?
Mark Fric
9 years ago #127946
this is strange, it must be some mistake in configuration. If you’ll select Long only in Strategy Options it will not produce Long & Short strategies.
Mark
StrategyQuant architect
Batch
9 years ago #127958
The reason I know for sure it was no error in configuration is that I’ve been meticulous & intent on doing just one side, longs. So after I did latest Improver run I took all the databank and put them in initial generation to do genetics and going thru setups I was in habit to check longs only, so it was impossible to have genetics do both, if SQ is working correctly. I may decide to do that run again and look into again, as I still have the original initial file.
Batch
9 years ago #127961
And it brought back a memory of seeing this before, a tentative conclusion remembered too of “Maybe this is what genetics will do”. It could be a minor bug wherein most haven’t seen it due to most selecting both long & short, thus it bypassed observation.
matka
9 years ago #127995
Jerry, any chance of sharing sort of example .str file for demonstration purposes? Interesting observation.
Batch
9 years ago #127996
Is not possible to do example, you have to import a folder full of one-sided str’s and then try to geneticise on same one side…..SQ will do both sides. Its simple enough to try. Unless my SQ has corrupted again? I’ve had it happen before :O
Mark Fric
9 years ago #128006
I’m not sure how you do it Jerry, but when I test it it all works fine.
I don’t think SQ is corrupted, you’ll have some mistake in settings.
Mark
StrategyQuant architect
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