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Forex Forum → Technical Matters → Strategies disappear if shortening data horizon and recalculating

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Posts: 4

1 (edited by geektrader 2022-01-03 07:41:50)

Topic: Strategies disappear if shortening data horizon and recalculating

Hi Mr. Popov,

I´ve uploaded a video here https://youtu.be/mLAHVDI5VbE which shows an issue that I´ve been facing for a long time and never reported. In this example, I am starting with a collection of 103 strategies, calculated on 35 years of data. Once I shorten the data horizon and recalculate them, 23 of them disappear, although I´ve disabled all correlation checks everywhere in EA Studio. Why is that? The strategies also clearly have a net profit > 0 on the new data horizon, so that the "net profit > 0" filter also can´t be the reason.

Thank you for looking into this :-)

Re: Strategies disappear if shortening data horizon and recalculating

Hello GeekTrader,

Happy New Year!

Thank you for reporting this issue.

Re: Strategies disappear if shortening data horizon and recalculating

I'm looking at the Collection code and found something interesting and very well forgotten.

The Collection refuses to accept a strategy, which makes the same performance as an existing one and has more indicators. It means the Collection refuses strategies with meaningless indicators. This behaviour is like what the Normalizer does.

The problem is that the Collection doesn't note that refusal on the "Records stats" panel.

I uploaded a new version of EA Studio ( v22.1.3 ), which reports such a case as "Rejected duplicate strategies".

Please re-run your test to be sure this is the case. If it is, we will think of what to do.

Re: Strategies disappear if shortening data horizon and recalculating

Thank you and happy new year to you too! :-)

Thanks for the quick inspection of the issue, I indeed get "Rejected duplicate strategies    23". It´s OK in this case if the filter does that, I don´t need strategies with the exact same performance but more indicators than another one, they can be removed indeed. Very smart :-)

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