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Doubt in CrossCheck Setting

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Enric

Customer, bbp_participant, community, sq-ultimate, 114 replies.

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5 years ago #238440

Hi,

I have a SQX newie doubt regarding CrossCheck Settings: In my process I use Genetic option to Build, I start building on Selected timeframe precission and filtering the initial population with basic conditions on the Genetic options area, and later I’ll add some custom Filters on the Ranking area before saving the strategy to the DataBank. Simple. Now, I want to apply the ‘Retest with higher precision’ crosscheck before saving to DataBank.

 

My question is: The Crosscheck is applyed before or after filtering on the Ranking area?. If it’s applied before is Ok for me, but if it’s applyed after wouldn’t be Ok because that means I could save strategies to the Databank that don’t accomplish my requirements after being tested with higher precission

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mabi

Customer, bbp_participant, community, 261 replies.

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5 years ago #238455

The strategies that passes the Custom filters goes thru the  Crosscheck Filters in that order. At least on my computors. On an earlier beta it was possible to mix the crosschecks filters in to customs filters maybe it is still possible have not checked that.

It also seems to follow the order that costums filters is applied so it can impact the speed of generation depending of the order of filters.

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hankeys

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

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5 years ago #238457

the filters must work this way:

1. ranking in genetics tab, this is only for initial population

2. custom filters in ranking tab. We can rank by IS and OOS

3. crosscheck ranking (fast – slow – slowest) – we can rank only by full sample

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hankeys

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

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5 years ago #238458

making “final ranking” after MC tests doesnt make sense and i think it doesnt work this way – if i click “rejected – detailed” i can see first basic ranking and only after that MC ranking

the croschecks tests need to be done ofter basic ranking – only on strategies which passed these filters

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. 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.

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tomas262

Administrator, sq-ultimate, 2 replies.

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5 years ago #238464

Yes, sorry for the misinfo. As mentioned later, cross check are evaluated after the ranking filter are applied

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