Different strategy result in between build strategy and retest strategy
5 replies
SteveChou
7 years ago #115858
Dear ALL
I use the same setting in build strategy and retest strategy, and I also use additional data with both.
But I find so many result in build strategy doesn’t has portfolio. then when I put the same strategy to the restest and retest it.
It will be has the portfolio.
Does anyone has the same situation like me?
Thank you.
tomas262
7 years ago #140310
Hello,
if you mean you do not get equity curves for additional data in builder it is known issue that has already been reported. It will be fixed in the new SQ
SteveChou
7 years ago #140313
Hello,
if you mean you do not get equity curves for additional data in builder it is known issue that has already been reported. It will be fixed in the new SQ
Dear Tomas262
Yes, but it is not just no equity curve for additional data in builder it also doesn’t has any trades on additional data,but it will be trade on the same additional data in retest.
thank you!
SteveChou
7 years ago #140553
I think I find what the problem is.
I compare the same strategy between in build strategy and retest strategy.
And I find there are one point cause this result.
***No list of trade for draw equity chart in the portfolio but the trading result in the overview was correct.***
I also post the graphs on my student’s group so it is only describe in Chinese. But I think everyone knows what I mean. thank you!.
Mark Fric
7 years ago #140612
Hello Steve,
it looks like there is no portfolio computed in build strategy, the chart shows only one result.
I’m not sure what exactly happened, could you send me (or attach here) your build settings and an example of such strategy from builder?
Does it happen for all the strategies, or only sometimes?
Mark
StrategyQuant architect
SteveChou
7 years ago #140634
Hello Steve,
it looks like there is no portfolio computed in build strategy, the chart shows only one result.
I’m not sure what exactly happened, could you send me (or attach here) your build settings and an example of such strategy from builder?
Does it happen for all the strategies, or only sometimes?
Dear Mark
This is my build setting and str.
The str files are not correct during build-strategy but correct in retest.
Thank you!
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