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All strategies failed in retester : Higher backtest pecision

6 replies

risingcat

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3 years ago #259966

Hello,

May be someone could help me with the issue below.

When I generate my strategies in “Builder”, I activate the default rule “Higher backtest precision” >=80, so logically it should filter out the strategies that don’t satisfy this criteria.  However, when I save the generated strategies and I try to retest them in the “Retester”, I have all my strategies FAILED with “Higher Backtest precision >=80”.

Regards

Vlad

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tomas262

Administrator, sq-ultimate, 2 replies.

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3 years ago #260010

Hello,

it works for me well. What SQX version do you use? Can you attach the builder and the retester config so we can compare?

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gin

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3 years ago #260016

same problem here

26 000 passed strategies all FAIL in retester

what is the purpose of this RETESTER anyway?

 

v128

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hankeys

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

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3 years ago #260023

it works for me for many months – you are doing something bad – but hard to tell what, if you dont send here your settings

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risingcat

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3 years ago #260028

After the your answer, I think I see the root of this behavior. My settings were slightly different for “Builder” and “Retester”. After taking exactly the same configuration, it seems to work well.

Thanks

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risingcat

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3 years ago #260029

If I understand well, in the “Builder” it generates the strategy. And after you can take the strategies you want from builder and retest them with different parameters  data etc. For example, you could test a strategy generated with fixed size from “money management” and try it in “Retester” with another type of money management.

Regards

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tomas262

Administrator, sq-ultimate, 2 replies.

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3 years ago #260046

what is the purpose of this RETESTER anyway?

You can have some strategies archived and after some time you want to “retest” them to see how they work

Or some users do not use cross-check tests during the build process. They leave the testing for the “retest” phase

Retester is also important part in many custom workflow setups

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