Bactest Summary

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Bactest Summary

Postby taowave » Mon Feb 11, 2013 3:25 pm

Hi Pete,
I am looking for a way to compare the detailed analysis of the different systems I run.Maybe SS already has a "summary" page that can compare the various risk/reward metrics side by side??

Lets say i run 10 different systems and they all have comparable returns.It would be nice to have a summary page that details the stats of each system so I can easily determine the good,bad and the ugly of the various systems side by side.

Does SS have that capability to the attachment posted??

Allan
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Re: Bactest Summary

Postby Overload » Tue Feb 12, 2013 9:22 am

No, apart from the Combination Results Listing, there isn't a way to compare multiple Detailed Analyses in a grid. But that is a good idea, and I will put it on the list.

Pete
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Re: Bactest Summary

Postby taowave » Tue Feb 12, 2013 9:47 am

I have a silly question..In Combo listings,how can I show that the system I am looking at is using the Ranking..
If I run 2 identical systems with the same primary rule,one with rank and one without,I would like to be able to quickly see and compare ranking vs non ranking results.

*I see that by adding the Rank field it works almost perfectly!!
However its not perfect:)

Could you add Ascending vs Descending to the Rank field? SS has taught me to always backtest the exact opposite of what I think works,so I typically test both Ascending and Descending

Thanks Pete,

Allan
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Re: Bactest Summary

Postby Overload » Tue Feb 12, 2013 6:07 pm

Click the Views... button on the Combination Results Listing, and then update the View of your choice. You can then use the ---> to move the Rank field over to the position of your choice in the View.

Pete
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Re: Bactest Summary

Postby taowave » Tue Feb 12, 2013 9:04 pm

Hi Pete ,
I have the rank column and rule, but I would like it to
show if the rank is in descending order or ascending.
I typically run ascending and descending rank on the same rule
As Ss has pointed out that the opposite of my beliefs is often
The way to go.




Overload wrote:Click the Views... button on the Combination Results Listing, and then update the View of your choice. You can then use the ---> to move the Rank field over to the position of your choice in the View.

Pete
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Re: Bactest Summary

Postby Overload » Wed Feb 13, 2013 9:46 am

You are correct that the ascending/descending direction does not currently display. I will put this on the list. Thanks for the suggestion.

Pete
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Re: Bactest Summary

Postby Drew » Fri Feb 15, 2013 5:36 am

Allan,
My workaround is to code the second box with an A,D or O for no ranking. All within the same strategy group.

Drew
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Re: Bactest Summary

Postby taowave » Mon Mar 11, 2013 10:10 am

Hi Drew,
Thats a great workaround.How did you populate those columns with an A,D,O?

Allan


Drew wrote:Allan,
My workaround is to code the second box with an A,D or O for no ranking. All within the same strategy group.

Drew
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Re: Bactest Summary

Postby Drew » Mon Mar 11, 2013 12:18 pm

Prior to Running a detail combo. Click on Comments and Flags. Its on the same tab.

Drew
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Re: Bactest Summary

Postby taowave » Tue Mar 12, 2013 3:42 pm

Not sure I am getting it..

If I run 2 opimizable autosearch's with the same primary rule but one with descending rank and the other with ascending,are you saying I can flag the rules before running the AS and see the impact of descending vs ascending rank?

Sorry for the confusion,

Allan
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Re: Bactest Summary

Postby Drew » Wed Mar 13, 2013 6:45 pm

Alan,

No problem... Confusion is part and parcel of back-testing. I've been there myself (Pete will attest to that statement).

I've attached a screenshot from the StrataSearch help section with a bold yellow arrow indicating where the input is to code D,A or O for descending, ascending and so on.
Capture1.jpg
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I generally code it after running a detail combo because I like to add a comment or two after reviewing the combo results.
Often I have run a strategy with ascending only - view results-then run the same code descending - or without any ranking at all.

Drew
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