1 (edited by nquental 2014-07-27 20:47:11)

Topic: Other ideas

Here are a few more ideas/request, if possible:

- Acceptance criteria / repository consistent with each other
I suggest both criteria are made consistent (the same criteria are made available on both windows) and the CAGR is added.

- Graphs with log scale option
This would facilitate the eye screening of strategies

- Indicator chart with balance
This would help to understand the behavior of the strategy vis-à-vis the values of the various strategy indicators

- BE should never be higher than TP
This would make the generator slightly faster perhaps.

- I would like to ask you if it is possible to export statistics for all created strategies (let's say some 5000) at once into Excel. For each parameter, we would have IS and OS results. For example, a table with columns like:
Symbol, IS_CAGR, IS_Profit/trade, IS_Total Trades, IS_Max DD, IS_R^2, IS_Sharpe, IS_SQN, OS_CAGR, OS_Profit/trade, OS_Total Trades, OS_Max DD, OS_R^2, OS_Sharpe, OS_SQN
[In practice, the fields would be the ones already in FSB.]

Re: Other ideas

Collections module is more or less experimental. We can improve it further...

Thank you for the recommendations.

Re: Other ideas

An update on potential improvements. I know everything requires a lot of time, but I like to help, and it's up to you to take this on board or not.

Better management of data
- Create data horizon "profiles" that are not linked to specific data sources (i.e., data sources and data horizons should be disconnected);
- Insert  a dropdown menu to select the desired data horizon profile in the editor, generator and optimizer windows (left to "collection", for example);
- Create a new tab for data (as we have for "control center" for example"). This tab would consolidate existing sections: symbols, data horizon, and data sources;

Improvement of graphs
- Graphs with log scale option
- Include 4 digit year in the axis of the balance and indicator charts (now it's a bit confusing). Actually the axis should depend on the time frame. For example, we don't need minutes nor seconds when dealing with daily data
- Indicator chart should include the balance

- Criteria of the "acceptance criteria" and "repository" consistent with each other
- Add "R2" and "none" as a "search best" criteria
- BE should never be higher than TP
- Get rid of the automatic fill in of SL/TP/BE boxes (when you start typing sometimes it has a strange behavior)