- ago
I use the analysis indicator in backtesting/optimization extensively to help see if any filters would be beneficial to my trading strategy. Currently you can see the ProfitPct for each position but you can not tell if the position was a long or short (unless I just don't know how to do this). It would be nice to either add ProfitPctLong & ProfitPctShort as a metric in the dropdown or maybe even convert the dots that represent positions into up or down arrows to indicate a long or short position.



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- ago
#1
Each dot represents a certain Position so any of the metrics that you see in the dropdown belong to a position. Consequently, a long position can't have a ProfitPctShort and vice versa. It doesn't seem possible to add such properties there.

What we probably could do instead is to introduce a new dropdown box to filter by Trade Type (both, long, short). Possible other filters might be Trade Outcome (both, winning, losing) and Instrument (All, AAPL, BA, C...)
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- ago
#2
Yes exactly Eugene. Obviously my idea was that it would only show longs or shorts position depending on the filter selected but you get my point and yes another filter dropdown would accomplish the same goal and you hit on what my next request was going to be as far as the filters for trade outcome.

This would be really helpful as you will be able to discern if there is true significance to the filter. Think of a simple SMA. Maybe your longs did better above this filter but your shorts did better below this filter. Right now I have to run the backtest once for longs then check the filter then go back and run it for shorts.
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- ago
#3
Hey Eugene, you think this is something we can get into an upcoming build? Or will it require more people to vote on this? I think this would be a really helpful analysis tool to better optimize strategies.
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- ago
#4
It's in the Wish List now, so we'll get to it eventually since I agree this would be a good feature addition. It's simple enough that it will probably be considered "low hanging fruit" to implement sooner rather than later.
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