Diagnosing Boolean Conditions in StockRanker Training
Summary
A user reports that a price-ratio buy condition never triggers during a year-long backtest, although the sell condition does. The response attributes the training error to StockRanker receiving only two factors, with a Boolean factor causing the model to fail. It suggests adding another factor or bypassing StockRanker and implementing the entry logic directly as rules.
The discussion is a brief troubleshooting note, not a validation of the price calculations. It provides no investigation of the close-price fields, threshold interpretation, or backtest data, so it does not establish why the buy condition produced no signals. Its practical lesson is limited to a reported StockRanker constraint and two possible workarounds; users should separately check their data and condition logic.
Key ideas
- The reported StockRanker training failure is associated with using only two factors when one is Boolean.
- Adding another factor is offered as one workaround.
- Implementing the entry condition directly as a rule is offered as another workaround.
- The note does not verify whether the price-ratio calculation or its inputs are correct.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.