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    Q16 where to put is_liquid in ML template

    Strategy help
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    • S
      Sheikh last edited by

      Hi Support,
      Please advise where to put the is_liquid statement in the ML template for the Q16 competition?
      Thanks.

      S support 2 Replies Last reply Reply Quote 0
      • S
        Sheikh @Sheikh last edited by Sheikh

        Hi @support
        Why does the competition filter say the 'in sample period is too short: 781 < 1696'?
        My strategy is starting from start_date= "2014-01-01" which is the same as the start date in your crypto daily template.

        INFO: 2021-07-11T20:02:46Z: pass started: 2396972
        INFO: 2021-07-11T20:03:08Z: pass completed: 2396972
        INFO: 2021-07-11T20:03:16Z: stats received light=false
        INFO: 2021-07-11T20:03:16Z: progress: 1.0
        INFO: 2021-07-11T20:03:16Z: checking: last pass
        INFO: 2021-07-11T20:03:16Z: filter passed: source exists
        INFO: 2021-07-11T20:03:16Z: filter passed: output html exists
        INFO: 2021-07-11T20:03:16Z: filter passed: output exists
        INFO: 2021-07-11T20:03:16Z: filter passed: strategy uses the last data
        INFO: 2021-07-11T20:03:16Z: filter passed: liquidity
        INFO: 2021-07-11T20:03:16Z: filter passed: positions >= 0
        FAIL: 2021-07-11T20:03:16Z: filter failed: in sample period is too short:781 < 1696
        

        Please look into when you have a moment.
        Thanks.
        Sheikh

        support 1 Reply Last reply Reply Quote 0
        • support
          support @Sheikh last edited by

          @sheikh Hi, sorry for the delay, is your strategy generating positions since that date also? Maybe the issue is simply related to the fact that your strategy generates positions since a later date. In that case, you can replace the warmup period where there are no positions with (example) a simple buy and hold strategy.

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          • support
            support @Sheikh last edited by

            @sheikh The is_liquid statement is simply acting as a filter, setting to "0" positions for assets which are not liquid according to our criteria at a specific point in time.

            There is no single solution on where to put it, it depends on the logic you want to use for the ML template.

            S 1 Reply Last reply Reply Quote 0
            • S
              Sheikh @support last edited by

              Hi @support,
              Thanks for getting back. No worries, I was able to get 6 strategies into the Q16 competition so far.
              qnt3.PNG

              S 1 Reply Last reply Reply Quote 1
              • S
                Sheikh @Sheikh last edited by Sheikh

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