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John N.
 Member
Posts: 7
Joined: 9/22/2013
Location: Concord, CA 94520
User Profile |
Hello everyone. I'm just getting on board with PW and starting to test with different strategies & evaluation criteria so bear with me while I get up to speed. In the PW Dashboard when attempting to Analyze, I'm getting an error msg. that says "Filtered Population size is too small(5) compared to the combination target(5). My settings are as follows:
Lookback period: 100
Interval in Months: 1
Strategies: 12
Min. # of trades/mo: 10
I have about a dozen strategies and 9 EV functions enabled.
Anyone else notice this or have any ideas on how to resolve?
Thanks - John N.
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Larrie Cable
 Member
 Posts: 36
Joined: 10/11/2012
Location: Bedford, NH
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John -- I don't know if anyone has answered you yet, but if not here is an idea....
It appears, based upon the information that you provided, that you have a universe of 12 strategies and are asking PW to select the "best" 12 strategies. If this is the case, there is no selection available. Try selecting an additional 6 or so strategies (for test purposes only) and see if that resolves the error message; or reduce the number of strategies to be included in the PW run to some smaller number (like 5 or 6).
Either of these alternatives should resolve the problem you are experiencing.
Hope this helps... PW takes some getting used to, but it is certainly worth the effort.
LGC
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Mark Holstius
 Elite
    Posts: 744
Joined: 10/11/2012
Location: Sleepy Hollow, IL
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Thanks Larrie...
I thought the same thing, but that wasn't it..
John posted this in 2 places and it was answered in the other thread. You might find the answer interesting too;
http://www.omnitrader.com/currentclients/omnivestforum/thread-view.asp?threadid=7378&posts=1
Mark
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