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Ranking Options/Filter

2 replies

8 years ago #114381

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.

8 years ago #133727

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

8 years ago #133738

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.

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