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Stability Function doesnt work on portfolio scale

3 replies

8 years ago #114271

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

File:

8 years ago #133081

+1

Odoslané z SM-G900F pomocou Tapatalku

8 years ago #133118

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.

8 years ago #133335

+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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