Hello,
I'm all set up and developing my own fitness functions, but have a question on how to pull out the daily stats from the SystemPerformance object.
There's some reference to the ByDay (and ByWeek, ByWeekday, etc) as seen in the Period tab of the strategy analyzer.
How can I get the stats on the performance on a daily basis? How do I get the begin and end dates for the analyzer function which was just run?
For example, if I wanted to calculate the average of the daily returns in the fitness function, i.e. for loop through all the days in the set, adding them and divide by the total # of days in the backtest/optimization/etc.
Any help here is greatly appreciated!
Tim
I'm all set up and developing my own fitness functions, but have a question on how to pull out the daily stats from the SystemPerformance object.
There's some reference to the ByDay (and ByWeek, ByWeekday, etc) as seen in the Period tab of the strategy analyzer.
How can I get the stats on the performance on a daily basis? How do I get the begin and end dates for the analyzer function which was just run?
For example, if I wanted to calculate the average of the daily returns in the fitness function, i.e. for loop through all the days in the set, adding them and divide by the total # of days in the backtest/optimization/etc.
Any help here is greatly appreciated!
Tim
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