Multi-Market Crosscheck filtering is not working…
6 replies
kasinath
3 years ago #267631
Has anyone seen any cases where MM crosscheck is NOT failing some strategies, even though they should fail the filter-check?
This is happening to me. See attached.
You can see my filtering criteria for the crosscheck, and you can see one of the ‘PASSED’ strategies has a backtest that failed the filter criteria.
I’ve just noticed this, and now i wonder if I have hundreds of strategies that are passing that should not be passing.
hankeys
3 years ago #267632
because you havent set proper the ranking – “left value” need to be set for ADDITIONAL MARKETs, you have set for MAIN DATA
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tomas262
3 years ago #267655
Hello,
yes, that’s correct as hankeys said. You can change the source data as shown on the screenshot
kasinath
3 years ago #267661
kasinath
3 years ago #267669
Coming back with a question…
The options are confusing. The filtering gives me the option to select “all” additional markets, or individual markets #1, #2, #3, etc.
What I want, is for the strategy to pass if 6 of the strategies pass 3 out of 4 of the criteria.
What should I select to get this filtering?
See screen shot.
hankeys
3 years ago #267670
i think that only “ALL” make sense for your settings
you have 4 ranking criteria and the strategy will be PASSED if only 3 of them (no matter which) will be TRUE for at least 6 markets
question is how many additional tests you are making – more than 6 or how many? because your settings are for me pretty strict, so i dont think, that you will find something meeting this criteria
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.
kasinath
3 years ago #267694
Seems to be working when I set it to “every”.
Viewing 6 replies - 1 through 6 (of 6 total)