- ago
The wish list has been stalled out for the last two or so releases. However, I do think it's most important to get all the bugs out of the core code before addressing new features on the wish list, which you are doing.

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I have a number of items I could add to the wish list, but I'm waiting for it to shrink first. One of the most interesting "potential" wish list items is a Performance Visualizer that will assay the performance of the entry code separate from the exit code to better target the weak behavior of a strategy. It even comes with a visualizer plot/graphic.
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- ago
#1
QUOTE:
One of the most interesting "potential" wish list items is a Performance Visualizer that will assay the performance of the entry code separate from the exit code...


Could you elaborate a bit?
Probably there is a helping soul which wants to implement your ideas....
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- ago
#2
QUOTE:
Could you elaborate a bit?
Probably there is a helping soul which wants to implement your ideas....

Hmm. I don't want take the WL team away from the current wish list because it's so long. They simply don't have time for it now. And honestly, I don't have time to implement it either.

Let me finish the graphic for separating the buy code performance (state 1) from the sell code performance (state 2) first, then I'll email it to you. And there's a "state 3" that also needs to be accounted for as well. I think you can make it work with a simple linear regression.

UPDATE: The methodology has been submitted to Koch. A simple linear regression solution should be included for everyone to easily follow. Some other options have been suggested for the dynamic modeling community. Where this goes I don't know because none of us have experimented with this assay before.

Remember, this is more about the performance of the strategy as a whole and whether it's the Buy entry code or the Sell exit code that needs more development. It's not so much about the performance of individual stocks.
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