Topic: Acceptance Criteria are applied anyway?

Hi,

Using the Validator, I have loaded in some strategies which I am now running further tests on.

3. Validator Settings has not Acceptance Criteria NOT ticked

However, when the module is running - there are always a lot of strategies which are not making it past the validation stage.

What are these being compared against such that they fail? I want to be able to optimise these strategies in the next step and then apply the acceptance criteria to the outcome. But currently, they are not being passed further than the initial validation - this is why I unchecked the box, but it doesnt seem to have any effect.

This is a bug or have I misunderstood something here ?

Thanks for your advice,

Mathew

Re: Acceptance Criteria are applied anyway?

post picture please

Re: Acceptance Criteria are applied anyway?

Duplicate strats.

4 (edited by Minch 2020-05-15 00:03:50)

Re: Acceptance Criteria are applied anyway?

Hi,

Thanks for the reply, please see the attached.

I basically have 10,000 strategies and pushing these through the Validator. Each strategy should be optimised and only then are the acceptance criteria applied, if the optimised strategy passes those conditions, which go into the collection.

I thought about duplicates as well but, as per the following, I have around 7,000 strategies go through the validation filter to start with and only around 5% have made it through to the optimisation stage. I probably have a few dupes in there, but 95% seems a bit high.

In addition, what is a dupe classed as? Out of those 10,000 strategies, there are likely some which use the same combination of technical indicators, but less likely that the parametrisation, stop loss, take profit is the same.

As well, I checked the number of strategies in the collection ... At the point of checked, 93 had been pushed into the collection but only 40 have arrived. There are no filters set, and only strats have been marked as correlated and removed. So I have gone from 93 to 36 and not sure why ...


Thanks,
M

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Re: Acceptance Criteria are applied anyway?

collection field -

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Re: Acceptance Criteria are applied anyway?

Anyway, I think I resolved this now. Need to be very careful to look out for dupe strats and my lesson here is to use the acceptance criteria more rigidly to keep my strategy universe to a more manageable number.

Re: Acceptance Criteria are applied anyway?

I was running 300 strategies on a demo and real for a while and this next week I will be running about 50 in demo and 5 in real.

In my old age, I am just too tired to try to manage so many and I will get enough money from just a few in real account