- ago
I’d like to have a way to see the equities and Metrics Report at least (maybe other visualizers as well) separately of every ticker of the just backtested strategy (Portfolio Backtest). Some kind of convinient way maybe – for example use arrow key to change the ticker and see the equity of every next ticker.
3
1,017
Solved
10 Replies

Reply

Bookmark

Sort
Glitch8
 ( 10.62% )
- ago
#1
That sounds sweet! We’re working on an on-site feature request page so since you tagged this as a #featurerrquest it will appear there when it’s ready. And this is certainly feasible with our extensible Performance Visualizer API.
0
- ago
#2
I’ll try to describe all my wishes in a bright, attractive manner so you wanted to implement them, because my programming skills are not that good to make it by myself with your API)).
1
- ago
#3
Please, vote for this).

I can see some metrics for every symbol of the backtested dataset, but I can't see equity for every ticker if not making backtest for every single symbol again - it's at least two times more time consuming and much less convenient.
0
- ago
#4
Maybe this request would get more votes if you elaborated it better? Like what benefit would this 'slideshow' of equity curves on a per symbol basis bring to the end user.
0
- ago
#5
You are right).

The main use-case for this is backtesting a strategy on a dataset and then… selecting which tickers are you going to trade this strategy on.

This path is full of dangerous curve-fitting traps, because you cannot (in most cases) just take top best results (tickers). So you need more information… including equity curve for every single ticker within the dataset.
0
- ago
#6
That's a start. Still your explanation might reach its goal if it answered the main question: what benefit does the instrument's equity curve bring? From the Positions tab you can already get the gist. For example, can sort it by lowest PnL and pay attention to the biggest losing trades. Double click on them to get to the chart and see what went wrong. For me it's more straightforward than the equity on per symbol basis which is just a derivative.
0
- ago
#7
QUOTE:
That's a start. Still your explanation might reach its goal if it answered the main question: what benefit does the instrument's equity curve bring?


I’m a little tired of inspiring traders to vote and developers to code)).


QUOTE:
From the Positions tab you can already get the gist. For example, can sort it by lowest PnL and pay attention to the biggest losing trades. Double click on them to get to the chart and see what went wrong. For me it's more straightforward than the equity on per symbol basis which is just a derivative.


Yes, it is derivative, like pivot table to transactions list. Source data cannot be replaced with pivot table and vice versa. You are talking about the whole strategy I think, I am talking about selecting tickers for trading. These are different task.
0
- ago
#9
We added a Symbol's equity curve view on the By Symbol tab in build 21.
2
Best Answer
- ago
#10
Although there were only three likes). Nice surprise, thanks.
1

Reply

Bookmark

Sort