Very interesting bug?
7 replies
eastpeace
7 years ago #115439
In “build strategies” step, the test precision is selected timeframe only(fastest).
(the imported data is 1 min as MT4 format, and 5min,1h and others time frames auto-generated)
When move the strs to retest, if the test precision is 1minute data(slow), many sts have no trades.
But change the test precision to the selected timeframe only. they do have.
I have upload 3 strategy, the time frame is 1H.
tomas262
7 years ago #138793
Hello, I will check what you uploaded and let you know
mabi
7 years ago #138795
An add-on to this is problem is that you often find that you can remove a lot of meaningless code from the strategies that gives no signal. A simple example is Ema (4) > Ema (4) . The strategies generated sometimes looks very complex but when going thru or rebuild them like I have done with many for Ninjatrader I often find that it was really only one or 2 rules that took the trades the rest was useless. This needs to be improved if it is possible in SQ4. Sometimes this can have the effect that what the Generic Evolution is really doing is just optimizing the settings for a moving average or you might call it hidden optimization 😉 . All thought that we catch in the Robustness tests later.
tomas262
7 years ago #138807
In “build strategies” step, the test precision is selected timeframe only(fastest).
(the imported data is 1 min as MT4 format, and 5min,1h and others time frames auto-generated)
When move the strs to retest, if the test precision is 1minute data(slow), many sts have no trades.
But change the test precision to the selected timeframe only. they do have.
I have upload 3 strategy, the time frame is 1H.
Hello,
I could not reproduce this. When testing with 1 Minute precision strategies still generate trades
eastpeace
7 years ago #138811
So it’s strange now. I do it more than 2 times.
Backtest engine in building and retest are both tradestation.
And I have tested another symbol. It still have the issue.
daveng
7 years ago #138812
So it’s strange now. I do it more than 2 times.
Backtest engine in building and retest are both tradestation.
And I have tested another symbol. It still have the issue.
Sounds like one of those bugs that cannot be explained.
Previously i posted about a bug which I encountered with RT, the issue was RT only shows 1 equity curve. So I ended up reinstalling SQ which happened to fix it.
tomas262
7 years ago #138826
So it’s strange now. I do it more than 2 times.
Backtest engine in building and retest are both tradestation.
And I have tested another symbol. It still have the issue.
NinjaTrader and Tradestation backtester can work only with Selected Timeframe precision unfortunately. This is something that is planned to be upgraded in SQ4
eastpeace
7 years ago #138829
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