Not logged in
Viewing 3 posts - 1 through 3 (of 3 total)
  • #114381 |
    Customer
    60 Posts

    Although it’s uncommon to find strategies that will realistically have 0% DD, during a build the Ret/DD Ratio returns 0.00 when the Max DD is also 0%, so when my ranking options is set to dismiss Ret/DD of a certain value, these strategies are wrongfully dismissed.

     

    Ex.

     

    Ranking Options set to dismiss strategies with a Ret/DD Ratio of 1.0

     

    Generated strategy has 0% Max DD because all trades were winners, and has generated a return $1,000.

     

    But the Return/DD Ratio is 0, so this strategy is not added to the databank, when of course I would like it to be so I can evaluate it further.

     

    Please can this be fixed as it’s obviously dismissing strategies that could have potential.

    #133727
    Moderator
    1559 Posts

    I will test this. In case of error or bug we would release a fix

    #133738
    Customer
    60 Posts

    Thanks Tomas.

     

    Strange, because I just found a strategy in the databank (for a different pair) that did actually have a 0 Ret/DD Ratio…

     

    So not sure what happened before, but I don’t believe it was an additional filter dismissing the strategy, although perhaps I was just mistaken. Thanks for checking though!

     

     

    EDIT: Sorry, I’m confusing matters! The strategy in the databank that ended up having a zero Ret/DD Ratio (due to a 100% win rate), appeared after a retest…not from an initial build – so it probably still is an issue during the build phase.

Viewing 3 posts - 1 through 3 (of 3 total)

You must be logged in to reply to this topic.