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About cross check of Opt.Profile/S.P.P-uniform distribution how many changes

6 replies

Jordan

Subscriber, bbp_participant, community, customer, sq-ultimate, 4 replies.

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3 years ago #268137

In SQ, cross check of Opt.Profile/Sys.Param.Permutation,In the third item “uniform distribution less than (5) changes from positive to negative” in filtering.

Please see the attached photos for details.

I went to sq’s website and read the paper recommended on the website. I didn’t know what the changes represented and how to set the threshold. If there are relevant articles or websites can be recommended to me, thank you.

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tomas262

Administrator, sq-ultimate, 2 replies.

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3 years ago #268153

Hello,

with that criteria, you do not want to see more than 5 optimizations go under “zero”…. you can see on the screenshot attached there were 3 optimization in which the results end up being less than 0

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Jordan

Subscriber, bbp_participant, community, customer, sq-ultimate, 4 replies.

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3 years ago #268157

I’m sorry, but I still don’t understand. You mean that as long as one optimization result is less than 0, the filter value of uniform distribution will increase by 1, right? However, in the picture in your attachment, there are 3 optimization results less than 0, but the uniform distribution shows 6, greater than 5, so they are failed. Please also take a look at the two examples in my screenshot. It seems that the calculation method of the number of uniform distribution does not mean that the optimization result is less than 0.

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Jordan

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3 years ago #268159

In addition, the default cross standard for the third item of checks is less than AVG profile + 1 StdDev. According to the results of a large number of tests  and the feedback from many other users, 1 StdDev is a little too strict, and few strategies have passed. Is there any statistical basis behind this standard?If there is, please recommend the relevant information or website, I will study it, thank you. By the way, I have read the paper “know your system turning data mining from bias to benefit through spp” recommended in the website software description. It simply mentions this standard, but there is no example or detailed description of why this standard is.

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hankeys

Customer, bbp_participant, community, sq-ultimate, 487 replies.

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3 years ago #268165

uniform distribution doesn mean that it must be in a loss i think

uniform is outside some normal borders – like mean, or average…i dont know exactly how its implemented in SQX

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Charles Umani

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3 years ago #268194

I ask myself too… never understand this.

any response by the staff ? Thanks

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tomas262

Administrator, sq-ultimate, 2 replies.

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3 years ago #268373

It is not a count of “negative bars”. The value represents number of changes from positive to negative. So if you see 1 negative bar it represents 2 changes from positive to negative…

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