Kevin_in_GA
4,599 posts
msg #138962
- Ignore Kevin_in_GA |
10/29/2017 6:12:03 PM
Your error is in the first line (two errors, actually). First is that you have not specified the desired threshold or value for the monthly rsq(). The second is that you must add the word "and" at the end of each line in these filters if that line is not the last one.
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15minoffame
131 posts
msg #138965
- Ignore 15minoffame |
10/29/2017 8:36:01 PM
Kevin,
I'm not understanding the logic behind SS. I wish they provide more examples like SF. I thought I covered all the bases with monthly and 36?
period (monthly, rsq(close, 36))
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Kevin_in_GA
4,599 posts
msg #138966
- Ignore Kevin_in_GA |
10/29/2017 9:25:11 PM
Yes, but what VALUE must this be in order to select candidates? It is like saying weekly RSI(2) but not defining what value that needs to be to make any difference.
From the help index - "R-Squared is an indicator that ranges from 0 to 1 and helps determine the strength of a trend by calculating the correlation between a value and time."
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ferndave
65 posts
msg #138999
- Ignore ferndave |
11/1/2017 11:58:05 AM
Has anyone had an issue moving signals between install/data folders? I use one copy of SS to do research on and another to run signals at the end of the day. Both use the exact same source for price data. I exported a signal from the Research copy and imported it to the Signal copy. When I run the signal on both, I get a big difference in results.The Signal copy provides MANY more results, better and worse. The data, sectors, dates, signals and their set-up are exactly the same.
Any idea on why there is a difference?
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mahkoh
1,065 posts
msg #139005
- Ignore mahkoh |
11/1/2017 3:09:45 PM
My first guess is that you're using a broader sector for the signal copy. Go to setups -> Signal setups and check whether it applies to the same sector as the research copy.
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ferndave
65 posts
msg #139006
- Ignore ferndave |
11/1/2017 3:27:27 PM
Exact same sectors. I just created a new data folder, created a matching sector, imported prices and signal, and ran the signal. Different results. Not completely, but enough to make a difference. Frustrating.
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Kevin_in_GA
4,599 posts
msg #139007
- Ignore Kevin_in_GA |
11/1/2017 3:28:51 PM
I have seen this as well - running the exact same strategies and using the same data sources, you can see different results. No clue as to why this happens. I generally run the systems around 11 PM from the same computer each night. No conflicts that way.
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15minoffame
131 posts
msg #139009
- Ignore 15minoffame |
11/1/2017 4:22:53 PM
I consider myself a little above average intelligence but when it comes to SS logic, it's like me trying to learn how to read music in high school all over again. It's Greek to me! Sigh
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ferndave
65 posts
msg #139010
- Ignore ferndave
modified |
11/1/2017 4:24:25 PM
Kevin, I remember a year ago when you were posting your VIX filter results and others who duplicated them would sometimes have a signal here or there that wouldn't fire or would fire the following day. I chalked that up to all the variables possible between users. I'm surprised that it happens with the same data on the same box. (Looking at my post, by install, I mean data folder, everything is on the same computer.)
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Eltonm45
19 posts
msg #139037
- Ignore Eltonm45 |
11/2/2017 7:20:43 PM
@mahkoh. if you dont' mind, can you explain how to upload end of day prices into stratasearch via the CSV file/filter you provided. I am trying to follow your explanation on page 2 of this post but still am not able to upload prices- gives me various errors such as invalid date, invalid volume etc. I have tried correcting this in the excel file but still no success. thank you.
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