1 (edited by Sam M. 2012-04-25 02:32:23)

Topic: Over-Opt Report Charts: How to Read

Love the over optimzation report as additional insight into a strategy's performance.

I'm wondering if there's a way however to identify which of the strategy's indicators are represented by each of the colored lines on the charts?

Being aware of which indicator is relatively weak or strong within the strategy would be great.

I did a little searching and couldn't find any info. on this.

If anyone knows how to match the relationship of each of the colored lines to the parameters of the strategy, or knows if this is just a wishlist feature the feedback would be greatly appreciated.

Re: Over-Opt Report Charts: How to Read

When the strategy analyzer finishes open the over optimzation report in Excel.

At the beginning of the spreadsheet the parameter names are listed next to a parameter number which relates to the columns below with the actual values. For example parameter 1 might be vertical shift so look for the column which has parameter 1 underneath and that will be the vertical shift. You should be able to easily see which parameter relates to each colour.

Re: Over-Opt Report Charts: How to Read

Excellent, many thanks S-man.