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Forums>StrategyQuant>Application Support>All strategies failed in retester : Higher backtest pecision

  • #259966 |
    Customer
    3 Posts

    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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    #260010
    tomas262
    Administrator
    1826 Posts

    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?

    #260016
    Participant
    86 Posts

    same problem here

    26 000 passed strategies all FAIL in retester

    what is the purpose of this RETESTER anyway?

     

    v128

    #260023
    Customer
    793 Posts

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

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #260028
    Customer
    3 Posts

    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

    #260029
    Customer
    3 Posts

    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

    #260046
    tomas262
    Administrator
    1826 Posts

    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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