Topic: Controlling Strategy 'Top 10' in Generator
I have been toying with the idea of ranking the strategies that are built in the generator by something other than NetBalance (as is currently the case). The basic idea is to allow the selection of an order (in this case called the 'Rank Order') that would allow the Top 10 strategies to be ordered by the selected criteria, as in the example image:
In the example, I have added NetBalance (being the default and working exacly the same as the current version), and WinLossRatio.
I believe that there are still a number of areas that I would need to change to make this work fully (at present the Top 10 UI is ordered by NetProfit only) and I not even looked at the OOS logic, although the basic ranking and ordering logic appears to be working as expected (at least in my limited tests at this stage).
A couple of questions for the users out there:
Q. I believe that this will be a useful feature for my work, what do others think?
Q. Any ideas about what other calculations would be useful (other than NetBalance and WinLossRatio).
Q. I am not convinced that 'Ranking' is the right word ... any suggestions?