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Different results on tasks that run retests with the same configurations

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Sergio La Colla

購読者, bbp_participant, 顧客, コミュニティ, sq-ultimate, 1件の返信.

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8ヶ月前 #292369

I get different results on tasks that run retests with the same configurations.
I have a custom project based on my Strategy template. Each task reads from the previous database and saves to a new database. Thask of build, optimization, and retest with cross check always have different results in terms of net profit and number of trades. Typically, the differences are minimal (but I wouldn’t expect them), while on the retest task where I enable cross checking with WF Matrix (no optimation), I get profits up to 4 times higher and 20% more trades. Furthermore, if, after the build task with “1 minute data tick precision,” I run another task on the generated strategy with a “higher back test precision” cross check, also using “1 minute data tick precision,” the test fails because it finds differences of at least 20% in profit and number of trades. What could be the problem? I checked and the configurations are identical. I also used the “Copy Config to task” feature to align all the tasks. I’m new to sqx and this thing is causing me uncertainty that has blocked me. Any ideas?

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