A request for a "WatchList Ranking" tool.
/Discussion/Backtest-several-indices-in-one-run-5671
I have about 500 strategies left to go through (I've been through about 1500) of the strategies from 2010 that were public with the strategy screener. I like to bulk check them about 20-30 at a time and see if there's any potential and if so what nuggets I can glean from the ones that kind of work. This isn't possible with WL7 and it's not worth translating 500 strategies the vast majority of which won't actually work.
/Discussion/Backtest-several-indices-in-one-run-5671
I have about 500 strategies left to go through (I've been through about 1500) of the strategies from 2010 that were public with the strategy screener. I like to bulk check them about 20-30 at a time and see if there's any potential and if so what nuggets I can glean from the ones that kind of work. This isn't possible with WL7 and it's not worth translating 500 strategies the vast majority of which won't actually work.
Rename
This request has a few points of confusion.
1. Wouldn't the Strategy Ranking tool that's already created let you bulk test Strategies in WL7? A DataSet/WL Ranking Tool would test ONE Strategy against a set of different DataSets.
2. In order to run the Strategies through the tool, they would already need to be converted to WL7. This make the initial reasoning for the tool (to determine which ones should be converted) suspect.
1. Wouldn't the Strategy Ranking tool that's already created let you bulk test Strategies in WL7? A DataSet/WL Ranking Tool would test ONE Strategy against a set of different DataSets.
2. In order to run the Strategies through the tool, they would already need to be converted to WL7. This make the initial reasoning for the tool (to determine which ones should be converted) suspect.
QUOTE:
1. Wouldn't the Strategy Ranking tool that's already created let you bulk test Strategies in WL7?
I agree. The only shortcoming with the current Strategy Ranking tool is that it's not coupled with the parameter optimizer so that the best parameters are tested when evaluating each strategy. I'm not sure how to overcome that easily.
QUOTE:
2. In order to run the Strategies through the tool, they would already need to be converted to WL7.
Right, so this might be a low priority item until more strategies get converted from WL6 to WL7.
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Currently I'm running two different strategies. What would be nice is a Strategy Ranking tool to easily compare strategy performances (say by Equity Curve) to a collection of incoming new stocks. I don't use the current Strategy Ranking tool for doing this because it's too limited. It assumes strategy parameters are already set, which they are not.
QUOTE:
1. Wouldn't the Strategy Ranking tool that's already created let you bulk test Strategies in WL7? A DataSet/WL Ranking Tool would test ONE Strategy against a set of different DataSets.
Good point. So we may not need this feature creep.
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