Incorrect ret/DD values in MC analysis
4 replies
huangwh88
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?
tomas262
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?
huangwh88
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.
huangwh88
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.
tomas262
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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