SeasonAlgo Forum

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

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.

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

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

yes - thanks results are better