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What is Backtest Exception in Strategy Dismissal

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Lui

Subscriber, bbp_participant, customer, community, 15 replies.

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1 year ago #280142

I’ve been running some strategies in builder, and when I checked the rejected reasons under strategy dismissal window, a lot of the strategies were rejected for “backtest exception”. What is this, and what’s the reason for these rejections?

Fyi, I’m building strategies using strategy template created in AlgoWizard.

Also attached the latest log file from StrategyQuant > user > log > StrategyQuant. Hope this is what you need, having seen another similar post by a different user on similar topic.

Thanks.

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tomas262

Administrator, sq-ultimate, 2 replies.

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1 year ago #280169

Hi,

if there is tiny percent of strategies that have backtest exception generally it is none of an issue. Once the percent soars it is worth to further investigate. Let us know if you any more questions or issues

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Lui

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1 year ago #280204

Hi Tomas, thanks for your quick reply. I’ve been running this build for the last 3 days, and attached is a snapshot showing the number of strategies dismissed over this period. 80.6% no trades, and 18.0% backtest exception. This gives us less than 4% success, or 6 strategies in total. Thanks.

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Lui

Subscriber, bbp_participant, customer, community, 15 replies.

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1 year ago #280432

Sorry Tomas, any updates? appreciate your thoughts.

 

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