Hello everybody.
i know the strategy rankings window and the possibility to use a single symbol mode.
I would like to talk about a variant of these uses.
Basically the idea is to run many symbols for one strategy to see which symbols work best for it. Based on the result which would look like in the strategy rankings, you can make your conclusions or build an dataset out of the winners for example.
The requirement would be to load a dataset with the symbols to be compared and select one strategy (the same for all) to be processed for each symbol separately.
What do you think?
i know the strategy rankings window and the possibility to use a single symbol mode.
I would like to talk about a variant of these uses.
Basically the idea is to run many symbols for one strategy to see which symbols work best for it. Based on the result which would look like in the strategy rankings, you can make your conclusions or build an dataset out of the winners for example.
The requirement would be to load a dataset with the symbols to be compared and select one strategy (the same for all) to be processed for each symbol separately.
What do you think?
Rename
We already have the “By Symbol” Performance Visualizer?
The difference would be that the backtest runs exclusively for each symbol in a ranking window before the comparison while the result in the backtest depends on how often it is choosen. (EDITED)
I added the Feature Request tag here.
From what I see, a standalone tool might be suboptimal due to consequences (overloading the GUI, learning curve, impression on new users). That's why I'd suggest to make it a new Tab in Strategy Rankings window - if this idea ever gets to its implementation, of course.
Let's activate this now since it's near the top of the wish list, even though it seems that sadly MIH has gone on to greener pastures :(
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