Not logged in
Viewing 5 posts - 1 through 5 (of 5 total)

Forums>StrategyQuant>General Discussion>Less results with weighted fitness?

  • #250178 |
    Customer
    24 Posts

    Hi,

    I was wondering if it is possible that strategyquant gives less results with custom weigthed fitness in comparison to “return /dd ratio”? With a custom column i get on average 99.98% rejection and with “return/dd ratio” an average of 99.81% rejection. I have done 10 tests with exact same symbol/settings

    The fitness on return/dd ratio reaches >0.9 and with the custom weighted fitness 0.65 is the maximum. Could that be a potential cause? Just guessing here …

     

    #250202
    tomas262
    Administrator
    1180 Posts

    Hello,

    please attach your config and send to support@strategyquant.com. We can check it

    Attachments:
    You must be logged in to view attached files.
    #250228
    Customer
    337 Posts

    if your weighted fitness is very strict, how can you assume that could be higher than 0.65

    why do you use some sort of weighted fitness?

    RDD is simple value and it may approach infinity – if the strategy is straight line without loss :)

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #250297
    Customer
    24 Posts

    Hi Hankeys,

    Q: if your weighted fitness is very strict, how can you assume that could be higher than 0.65

    A: Because i cannot adjust the target in the weighted fitness area. Support is currently looking into that.

    Q: why do you use some sort of weighted fitness?

    A: I’m not sure if i need weigthed fitness based on custom variable helps me, that is what i’m trying to find out. RDD is indeed very simple and my default setting.

    @Tomas, i have created a bug for this, see https://roadmap.strategyquant.com/tasks/sq4_5563

    #250319
    tomas262
    Administrator
    1180 Posts

    @Venus: ok, it has been already resolved (will be available with next build)

Viewing 5 posts - 1 through 5 (of 5 total)

You must be logged in to reply to this topic.