Cross check questions

Hello,

I have the following questions on the robustness cross-checks. Hopefully somebody can help.

1)  What is the order in which the cross-checks are done? Is it starting from basic (backtest precision & MC manipulation), then to standard, then finally extensive?

2) Are the cross-checks done before or after the filters (under ranking tab)?

3) Under the higher backtest precision cross check, when selecting the sample under the filtering tab, what is the difference between ‘OOS’ and ‘OOS every’?

Thank you!

Hello,

check this article that describes the process of ‘cross-checking’ in a lot more details https://strategyquant.com/doc/strategyquant/cross-checks-automated-strategy-robustness-tests/

tomas262 wrote:

Hello, check this article that describes the process of ‘cross-checking’ in a lot more details https://strategyquant.com/doc/strategyquant/cross-checks-automated-strategy-robustness-tests/ 

Thanks Tomas, sorry I missed it.

Hi there,

In Retester (and in Builder too), I find all cross checks “frozen” (the general “Disable all cross checks” cannot be changed; and individual tests such as “Monte Carlo trades manipulation” cannot be activated; “Backtests on additional markets” cannot be deactivated – it is grayed out). Screenshot is here: https://www.dropbox.com/s/m4j799k73dxy48h/Screen%20Shot%202021-12-13%20at%2018.12.29.png?dl=0

I tried an application restart, computer restart and the situation is the same… Basically I cannot do any changes to the cross checks either in the Builder or in the Retester.

What should I do please?

Regards,

B.

Hello,

you should be able to switch the “disable all …”

Do you run version 135 on Windows? Let me know

Yes, version 135 on Windows.

I cannot toggle any buttons in (and only in) the cross check section under Builder and Retester (including “Disable all cross checks”).

I wonder if anyone saw this before and what the remedy would be. Probably reinstall all fresh…

/B.

Hello,

let me know to [email protected] when you are available usually. We could try a remote desktop session where I would check the issue