Topic: Sorting Options on Collections Screen
Currently, once you have some strategies in the collection, you can sort these by system quality number, return drawdown etc. This is very useful but I had the following comments for this screen:
1. Could we also sort by Count of Trades?
2. The sort function works on the whole sample. But I think it would also be useful to have the ability to sort by the OOS results.
The reason for this is that I personally use 50% IS and 50% OOS - it is easier for me to compare how well the training and the trading section have worked on an equal footing. The IS is always going to be the curve fitted one (training data) and the OOS is the first glance we have at seeing how well the strategy may perform in the real world. The issue is that, when we drill into the details and look at the individual strategy - the IS section is usually performing better than the OOS, which is normal since it is the most curve fitted as the training part. The indication of a potentially good strategy is one where the OOS has done at least equally or better than the IS. So, we could have the same options (system quality number, return drawdown) but specify which dataset this is to be applied on. I want an easy option to eliminate the strats in OOS which are worse than IS - yes, we can look at the chart but this isnt so easy sometimes to see things like count of trades, SQN etc.
3. Related again to IS/OOS - I would love to be able to export all the data on the strategy in tabular format
4. We have some set numbers in the dropdown to add to portfolio - top 5,10,20 etc. Is it possible to just expand this list from 10 to 100 in increments of 10?
Would this also be useful for other users?