I think it could be a good tool not only for some kind of current research, but for statistics long term storing.
When I close new Strategy Ranking tool - everything is gone. When I try to add 3 strategies (with getting results) and then saving a workspace, and then adding 2 strategies more, then closing the window, if I try to open this saved workspace - I'll get only 3 strategie (and all without results).
Deleting selected lines works fine)), so you could make it more persistent. Like saving new line (and run results when you have one) - just whe you get it and then when you open a new Strategy Ranking tool - you'll see all the previous results.
Maybe you'll need a DateTime.Now column for better control.
The only real problem I see is that strategy code can be changed - so it's up to user to garantee that the same name is always the same code or it's up to you to save strategy code or something.
Another Idea could be to save trades and full calculted scoreCard etc. This can demand much space, so it could be optional.
When I close new Strategy Ranking tool - everything is gone. When I try to add 3 strategies (with getting results) and then saving a workspace, and then adding 2 strategies more, then closing the window, if I try to open this saved workspace - I'll get only 3 strategie (and all without results).
Deleting selected lines works fine)), so you could make it more persistent. Like saving new line (and run results when you have one) - just whe you get it and then when you open a new Strategy Ranking tool - you'll see all the previous results.
Maybe you'll need a DateTime.Now column for better control.
The only real problem I see is that strategy code can be changed - so it's up to user to garantee that the same name is always the same code or it's up to you to save strategy code or something.
Another Idea could be to save trades and full calculted scoreCard etc. This can demand much space, so it could be optional.
Rename
Although Strategies can be hashed when adding to the SR to avoid displaying the saved results, data itself does change every bar, making those results less useful and out of date. Why would you want to persist those temporary runs, injecting complexity into the tool and making it error prone?
Mm, you are right. But results do not expire in a second. You'll need to check results after a year maybe, not a day or a week. If you see backtest datetime you can control this.
What about saving ScoreCards and transactions list etc. - you are able to define metrics columns list of course, but it's helpfull to see the full ScoreCard and sometimes calulations take too much time to get it as a result of a new run. I also use transactions list. I'm not sure how many traders use), I do.
So the idea is - you get this data and statisticks right here and it's up to you to control it to be up-to-date.
What about saving ScoreCards and transactions list etc. - you are able to define metrics columns list of course, but it's helpfull to see the full ScoreCard and sometimes calulations take too much time to get it as a result of a new run. I also use transactions list. I'm not sure how many traders use), I do.
So the idea is - you get this data and statisticks right here and it's up to you to control it to be up-to-date.
QUOTE:
When I try to add 3 strategies (with getting results) and then saving a workspace, and then adding 2 strategies more, then closing the window, if I try to open this saved workspace - I'll get only 3 strategie (and all without results).
Right, this is by design. Saving the workspace again should get you 5 strategies when you reopen it, ready for a fresh run.
I agree with Eugene, Workspaces don't save interstitial backtest results for any tool, and I don't think that's something we want to start doing now.
This tool is not part of my current algorithmic trading flow right now actually, so I'll not insist too much)
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