Reply

Portfolio Equity Curve Question

4 replies

albert_yuan

Customer, bbp_participant, community, 3 replies.

Visit profile

6 years ago #113392

Dear Mark,

 

This is Albert Yuan from China who bought StrategyQuant few days ago.  

 

First of All, I feel VERY VERY lucky to know the Amazing Powerful Product you made.  Thank you. 

 

I want the software generate none curve-fitting strategy, so GBPUSD is added as portfolio with EURUSD as main. 

 

When some strategies are stored in the databank, I sorted descend by SQN and SQN (OOS) to review the strategy quality. 

 

When I review the strategy (from top to bottom order),  I found a strange thing that some strategies’ Result in Overview Tab, GBPUSD Result is Listed. but there is no GBPUSD in Equity Curve Tab even I choose Portfolio Parameter.  BTW: The Build Strategy is still Running. 

 

Could you kindly notify me whether it’s Normal or What I did is something wrong?  Please kindly teach me how I may review the Equity Curve for Portfolio. 

 

Sorry for my English.  

 

Your kindly help is appreciated. 

 

Regards,

Albert

 

PS: I don’t know why I may not upload file of screenshots for better understanding purpose.

 

Forum Error Message

  • Data Setup.png

    Upload Skipped (Error406)

 

0

Mark Fric

Administrator, sq-ultimate, 3 replies.

Visit profile

6 years ago #129129

Hello Albert,

 

please try to update the image again, updates have been fixed.

 

When I review the strategy (from top to bottom order),  I found a strange thing that some strategies’ Result in Overview Tab, GBPUSD Result is Listed. but there is no GBPUSD in Equity Curve Tab even I choose Portfolio Parameter.  BTW: The Build Strategy is still Running. 

 

if I understand it correctly you tested the strategy on both EURUSD and GBPUSD, but you don’t see equity chart for GBPUSD sometimes.

It could be a bug, but are there trades for GBPUSD? You can check the Trades list and see if there are some trades.

 

Can you also attach an example of such strategy here?

Mark
StrategyQuant architect

0

eastpeace

Customer, bbp_participant, community, 295 replies.

Visit profile

6 years ago #129140

Hi, Albert!

 

This have happened to me ago.

 

I think that the strategy probably did not generate any trade on the 2nd data series. Check this.

 

Your friend, @ Qingdao

0

geektrader

Customer, bbp_participant, community, 542 replies.

Visit profile

6 years ago #129380

Exactly that eastpeace,the strategy simply doesn´t generate trades for GBPUSD in that case, which already gives you the conclusion that you either use to short time-range or the strategy has few trades or is very curve-fitted. Best to abandon such a strategy.

0

deenius

Customer, bbp_participant, community, 21 replies.

Visit profile

6 years ago #129469

Hello

 

I have same problem. When I’m testing EURUSD and GBPUSD (as Mark described in the article), I have strategies in the databank that doesn’t use GBPUSD.

 

 

http://postimg.org/image/8v6ijo4ht/full/

Automated Trading, PA & Renko systems, PC - i7-5820k, 480 GB SSD, 16 GB RAM  

0

Viewing 5 posts - 1 through 5 (of 5 total)