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Forums>StrategyQuant>Application Support>Stability Function doesnt work on portfolio scale

  • #114271 |
    Customer
    6 Posts

    Hi, 

     

    The great SQ stability function doesn’t seem to work when building or improving strategies with additional data, similar i believe with degrees of freedom.

    Stability for just IS  seems to work but only for the initial currency pair.

     

    All the best.

     

    Justin

     

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    #133081
    Customer
    256 Posts

    +1

    Odoslané z SM-G900F pomocou Tapatalku

    #133118
    Customer
    168 Posts

    Yes, it never worked. When generating portfolio as far as I remember, also “fitness” doesn’t work well.

    Same on “IMPROVE” section, when You check “dismiss strategies worse than original” then fitness will be calculated ONLY from MAIN data.

    btn_viewmy_160x33.png

    #133335
    Customer
    484 Posts

    +1 this is pretty important to me. There is no “main data” I’m trying to fit to, only the collective portfolio. Stability isn’t calculated therefore fitness is wrong and possibly good strategies are being dismissed.

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