From bbdec0efab7718e8ac4ecba523ef68b81f5baa25 Mon Sep 17 00:00:00 2001 From: Martin Molinero Date: Fri, 12 Jun 2026 15:51:14 -0300 Subject: [PATCH] Improve flat equity curve analysis solutions --- .../Analyses/FlatEquityCurveAnalysis.cs | 18 ++++++++++++++---- 1 file changed, 14 insertions(+), 4 deletions(-) diff --git a/Engine/Results/Analysis/Analyses/FlatEquityCurveAnalysis.cs b/Engine/Results/Analysis/Analyses/FlatEquityCurveAnalysis.cs index f62ae972f02a..53624d4ada1b 100644 --- a/Engine/Results/Analysis/Analyses/FlatEquityCurveAnalysis.cs +++ b/Engine/Results/Analysis/Analyses/FlatEquityCurveAnalysis.cs @@ -80,14 +80,24 @@ public class FlatEquityCurveAnalysis : BaseResultsAnalysis /// private static List Solutions() => [ - "Check if you need to warm-up some data structures, including indicators, RollingWindow objects, and training data.", + "Log how often each entry condition passes individually: when several conditions must align " + + "(trend, volume, indicator thresholds), it is common that they are never all true at the same time. " + + "Relax the single most restrictive condition and re-run, changing one condition per backtest " + + "instead of redesigning the strategy.", + + "Check if you need to warm-up some data structures, including indicators, RollingWindow objects, and training data. " + + "Log how many assets pass IsReady or warm-up gates: they can silently exclude most of the universe.", "Check if the algorithm subscribes to any assets. " + - "Is the universe selection actually selecting anything?", + "Is the universe selection actually selecting anything? Log the selection count on each rebalance.", + + "Check custom data sources actually deliver data by logging the first points received: " + + "a reader or date-format error can silently produce no data and therefore no signals.", - "Check if the trading logic ever leads to a trade.", + "Check minimum-history or training-window requirements against the history the data source actually provides: " + + "if a model requires more history than exists, the trading logic may never activate.", - "Check if there is enough cash to satisify the minimum order sizes.", + "Check if there is enough cash to satisfy the minimum order sizes.", ]; } }