Q16 where to put is_liquid in ML template

Sheikh

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

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

@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.

support

@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.

Sheikh

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

Sheikh

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