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Forums>StrategyQuant>General Discussion>WFM Evaluation (from Algo Course)

  • #260374 |
    Customer
    45 Posts

    Hi,

    I am going through the Algo course and watching the chapter 6.19 WFM – Evaluation at the moment.

    In my settings if I choose Avg Profit /day and WF Stability, I always get a Zero result, I attached a photo. The first photo is a screenshot from the Algo video, the second photo my settings.

    What I am doing wrong?

    Thanks!

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    DP

    #260384
    Customer
    45 Posts

    Looks like my Avg. Profit per day with WF Stability 5 is always Zero..

    DP

    #260386
    Oliver
    Customer
    117 Posts

    Hmm

     

    does the strategy trade every day? also why choose average profit per day? normally you would want  a few metrics to compare

     

    if you post the strategy maybe it will help us understand why your getting the result

    #260388
    Customer
    45 Posts

    Ît happens with every strategy and also if I set Avg Profit per Year.. just following the Video Course from Stategyquant where the recommendation is to look at Avg Profit per day.. I can remember that in SQ3 we looked at WF Net Profit.

    Just wondering why.

     

    Here attached are the WF Results, maybe you can try to select and display Avg Profit per day?

     

    Thanks

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    DP

    #260389
    Oliver
    Customer
    117 Posts

    Yeah looks like a bug in the latest version 128. maybe if you try the version in the course it may work.

    I dont use the wfm  personally. when using your strategy with other strategies you will get better metrics assuming they are un correlated and using good money management.

    #260416
    tomas262
    Administrator
    1826 Posts

    Hello,

    yes, this is a known issue that has been already resolved into the next update. We plan to release the version 129 this week

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