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Incorrect ret/DD values in MC analysis

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huangwh88

Customer, bbp_participant, community, 113 replies.

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6 years ago #117772

Hi,

 

I imported a walk forward matrix result from SQ into QA to run MC analysis. The ret/dd values in QA appear to be wrong. In SQ for the original strategy it is 7+, while in QA it is 0.08. Am I doing something wrong?

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tomas262

Administrator, sq-ultimate, 2 replies.

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6 years ago #144762

Hello,

 

I checked and it corresponds for me after transfer to QA. Can you attach the report with screenshot from SQ?

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huangwh88

Customer, bbp_participant, community, 113 replies.

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6 years ago #144785

 Hello Tomas, 

 

When I open the report in QA, the ret/dd is correct. But after running MC in QA, the values seem wrong. Please see screenshots. 

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huangwh88

Customer, bbp_participant, community, 113 replies.

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6 years ago #203934

Hello Tomas, When I open the report in QA, the ret/dd is correct. But after running MC in QA, the values seem wrong. Please see screenshots.

Hi Tomas,

Could you help me with the above issue please? I’m still having this issue.

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tomas262

Administrator, sq-ultimate, 2 replies.

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6 years ago #204075

Hello,

as for Ret/DD values please replace file attached in the Quant Analyzer folder QuantAnalyzer4\extend\Snippets\com\strategyquant\extend\MonteCarloValues

In the original version it calculated Ret/DD using Ret(%) and DD($)

 

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