Group By not working? Support for strategies module

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Nick
 
Posts: 34
Joined: Fri Oct 25, 2013 1:13 pm

Group By not working?

by Nick » Sun Jul 15, 2018 4:43 pm

Hi,

I'm searching for inter commodity spreads using Search -> Strategies app.

Under Filters & Grouping, I Group By 'Ticker' and Filter on 'Max Win %'.

However I still get a load of results for the same tickers. e.g. hov18-clu18, hov18-clv18 and even duplicated spreads where the results are the same except the exit day is 1 day later. Obviously this means I get a load of results of very similar spreads. They take a lot of time to go through. The Help section suggests I should only get the best of the results with the highest win rate for a ticker, eliminating all the similar spreads with which are very similar. Therefore, it seems not to be working as it should.

Thanks

Nick

Mira
 
Posts: 38
Joined: Tue May 14, 2013 12:59 pm

Re: Group By not working?

by Mira » Mon Jul 16, 2018 7:15 am

Hi Nick.

SeasoanAlgo is able to group using Tickers, Name or Category columns
In your case you want group using a Name column not Tickers.

Nick
 
Posts: 34
Joined: Fri Oct 25, 2013 1:13 pm

Re: Group By not working?

by Nick » Thu Jul 19, 2018 9:23 am

Thanks - still getting duplicates though e.g. BOV18-SMV18

Dont know if the url helps as I cant seem to post a screen shot in the usual manner.

https://www.seasonalgo.com/system/strat ... perPage=50

Mira
 
Posts: 38
Joined: Tue May 14, 2013 12:59 pm

Re: Group By not working?

by Mira » Thu Jul 19, 2018 3:55 pm

Hi Nick, did you read help for Search section? There is detailed explaination about this, including screenshots. Just click on Help => Help for this section

You have "duplicities" because you choosed Fitler Max WIN% and all rows for BOV18-SMV18 have same value in column Max Win% (80%), so we have to display all rows what have 80% - what's a maximum value for Max Win% column.

Try to change filter for MAR RRR (each rows for BOV18-SMV18 has different RRR) and you will get only one row eith the highest RRR

Nick
 
Posts: 34
Joined: Fri Oct 25, 2013 1:13 pm

Re: Group By not working?

by Nick » Sun Jul 29, 2018 2:52 pm

yes - thanks results are better

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