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Forums>StrategyQuant>Application Support>Multi-Market Crosscheck filtering is not working…

  • #267631 |
    Customer
    109 Posts

    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.

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    #267632
    Customer
    790 Posts

    because you havent set proper the ranking – “left value” need to be set for ADDITIONAL MARKETs, you have set for MAIN DATA

    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.

    #267655
    tomas262
    Administrator
    1823 Posts

    Hello,

    yes, that’s correct as hankeys said. You can change the source data as shown on the screenshot

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    #267661
    Customer
    109 Posts

    Fantastic.

    Thanks for this @Hankeys!

    and thanks for the scr shot @tomas262!

    #267669
    Customer
    109 Posts

    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.

     

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    #267670
    Customer
    790 Posts

    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

    • This reply was modified 6 months, 3 weeks ago by hankeys.
    • This reply was modified 6 months, 3 weeks ago by hankeys.
    • This reply was modified 6 months, 3 weeks ago by hankeys.

    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.

    #267694
    Customer
    109 Posts

    Seems to be working when I set it to “every”.

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