Hello all
how can I activate the "by symbol" performance tab using a rotation strategy. Due to the user guide it should work even if you use "SetContext" in your strategy.
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Navigation: Preferences > Performance Visualizers > By Symbol
maybe someone could point me to the right topic or give me a hint
thanks in advance
Kind regards
Michael
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Hello Michael,
"By Symbol" visualizer only works with Multi-Symbol backtests. Since rotation strategies should only be run in single symbol mode, "By Symbol" is N/A here.
By mentioning SetContext, the User Guide probably means pair- and spread-trading scripts that are executed in Multi-Symbol mode yet make use of SetContext to trade the pair symbol.
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Hello Eugene
thank you for your quick reply, so there is no way to activate this tab in single symbol mode. I am not so familiar in programming visualizers, but would it be possible to build such a tab, which works in single symbol mode, or is it easier to do it in e.g. Excel.
Kind regards
Michael
p.s. I was able to activate it in Multi Symbol mode.
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Eugene's the expert, but in my opinion when they created the By Symbol visualizer, they disabled it for SS mode since it doesn't make sense to have it for a "Single Symbol". As we know, of course, Rotation and other strategies that trade using SetContext() can make good use of this visualizer. I'll try to find out if it can be enabled for SSB.
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Robert's right, By Symbol is "flagged" so that it will just not start in SSB mode.
However, there also may be a different reason: a limitation. Strategies that artificially use single symbol mode for portfolio backtesting are not compatible with the Analysis Series visualizer. Analysis Series is flagged to work with any type of backtest but its DataSeries dropdown box isn't populated by Wealth-Lab when used with a symbol rotation strategy.
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Since we're talking about "By Symbol", the purpose of the discussion about "Analysis Series" is for the sake of an example of why a limitation might apply, right?
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thanks for your comments, I see it's hard to solve, so I will sum them up in Excel.
Kind Regards
Michael
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Personally, I don't think it's hard to solve - it should be a change to just one property of the visualizer.
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Since we're talking about "By Symbol", the purpose of the discussion about "Analysis Series" is for the sake of an example of why a limitation might apply, right?
Exactly.
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Hello,
could you imagine, that this function is available in one of your next realeases, or would you please so kind to point me to an link how to solve by myselve.
Kind Regards
Michael
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We ourselves are waiting for the developer's verdict.
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OK, please keep me updated
Kind Regards
Michael
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