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Robustness test only shows 1 equity curve

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daveng

Customer, bbp_participant, community, 93 replies.

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7 years ago #115342

Not sure what is wrong, but when I run robustness test on some strategies from random generation, it only shows 1 equity curve despite that the robustness option is enabled with simulation runs indicated (eg: 100 runs). But it only happened to those strategies that were recently generated. I tried to load some other strategies that were previously contributed by Mark and they were all working fine as I can see all the equity curves displayed for all the simulation runs in the robustness chart.
Any idea what’s wrong here? Would appreciate if anyone can shed some light.
Thanks in advance.

Regards,
Dave

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tomas262

Administrator, sq-ultimate, 2 replies.

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7 years ago #138292

Hello,

 

can you attach such strategy? This should not happen but theoretically could under very specific settings

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daveng

Customer, bbp_participant, community, 93 replies.

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7 years ago #138304

Hello Tomas, attached is an example of one of those that I am unable to see the equity curves for the simulation runs in robustness chart. Symbol is EURUSD and time frame is M30.

Let me know if you’re seeing the same at your end. Basically I only see 1 equity curve after the completion of robustness test.

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algo.forextrading

Customer, bbp_participant, community, 22 replies.

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7 years ago #138321

hi 

 

i had this issue several times aswell, not sure how it occurs, Howeverm i just retested your strategy with both real tick and m1 data and robustness seems to work fine, at least for parameter change.

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daveng

Customer, bbp_participant, community, 93 replies.

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7 years ago #138322

Thanks Algo for the test, much appreciated.
I actually had to uninstall and reinstall SQ to make it work.
This seems to be a bug or maybe a certain xml setting that caused this? I think its good to find out the root cause as it might just happen again in future.
Btw how did u resolve this issue eventually?
I ended up uninstalling and reinstalling SQ but hope I don’t have to do that every time this problem arises.

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algo.forextrading

Customer, bbp_participant, community, 22 replies.

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7 years ago #138323

I didnt manage to resolve it actually, not sure what the issue is.

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tomas262

Administrator, sq-ultimate, 2 replies.

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7 years ago #138335

It works for me well too. When you repeat the robustness testing once more do you still get the only equity or does it occur only with single run?

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daveng

Customer, bbp_participant, community, 93 replies.

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7 years ago #138338

Hey Tomas, the robustness test seems to be working normally now after I reinstalled SQ.
This looks like a bug since I am not the only person who encountered this problem.
Btw thanks for your test, at least this helped to narrow down the problem which might be the SQ installation on my laptop.

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daveng

Customer, bbp_participant, community, 93 replies.

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7 years ago #138408

Ok, I managed to narrow down the issue by being able to replicate the same issue of the robustness test via the following scenario:
1) First, I use Random Generation to generate strategies
2) While the Random Generation is still ongoing, I saved some strategies from the databank (in the Build section) as .str files.
3) Then I load the .str files on a 2nd instance of SQ, to run Robustness test in the Retest section.
4) After Robustness Test completes, the issue surfaced whereby the Robustness chart shows only 1 equity curve despite Robustness option is enabled.

However it seems to work fine in this scenario:
1) Run Random Generation
2) When there are strategies in the databank, stop the Random Generation.
3) Move the strategies to the Retest section (of the same instance of SQ).
4) Run Robustness test and the simulation runs show up in the Robustness chart which is normal.

From the above 2 scenarios, the first scenario will encounter the issue when I transfered the .str files to test in another instance of SQ.
Whereas in the second scenario, no issue encountered if I move the .str files to the Retest section within the same instance of SQ.

I would like to hear if there are anyone who see this same issue as described above?
Or am I doing something wrong in the first scenario?

Regards,
Dave

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tomas262

Administrator, sq-ultimate, 2 replies.

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7 years ago #138415

Hello,

 

have you tried to play with various RT settings? Because I could not replicate the issue following your steps in scenario 1

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