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Originally posted by bkout View Post
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Attached is a graph that makes it more clear why I think an option to show certain graphs with a log scale instead of a linear scale would be very helpful. As it stands, you lose all of the detail in the left/early part of the graph and exaggerate the volatility in the right/later part.
Also, I don't know if this is part of the design or a bug, but if you change the dropdown at the top from Percentage to Currency, the cumulated profit graph does not update until you change to another tab and then back to the Graphs tab.Last edited by Anagoge; 05-06-2009, 11:56 PM.
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Changing from Percent to Currency now works immediately for me as well. I think NT was in a weird state yesterday where it wasn't updating very well due to the memory errors that happen after backtesting for a while. I've noticed that when this happens, the chart tab often also only shows 10 or so bars, not the entire set of bars for the backtest run. I'll wait for NT7 and see if this issue is better there...
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In addition to adding a hearty "me too" to most of the suggestions already in this thread, I'd like to contribute the following additional Strategy Analyzer suggestion:
I would like to have an additional capability added to the Optimizer's "Grid Properties" pop-up that can be selected with a right click.
I would like to to see the Grid Properties enhanced to include each of the pieces of data that is available in the Summary tab of the Optimizer. Since that's a lot of properties, they should me made optional (thus available through the grid properties when needed.)
Currently there are 30 rows of data in the Summary, each of which (except start & end date) contains 3 columns (All, Long, Short) for a total of 86 pieces of data. The Grid Properties allows the selection of most of these (the ones that are in the Grid Properties but not in the Summary screen are Instrument, Performance, Parameters, and Turn Around; and the Summary contains Avg. Bars in Trade which is not in the Grid Properties at all.)
My immediate reason for this request is that I'd like to be able to sort the Optimizer results by Total Net Profit for Shorts and and Total Net Profit for Longs as well as by Total Net Profit for All Trades.
But since I think it would be useful to be able to sort by some of these other Summary values for other reasons (and because I suspect that the programming to add additional columns is probably not difficult), I'd like to request that entries be added to allow the Grid to include any of the other values that are availble for display on the Summary screen (and if the Settings screen data could be added, too, well that would be fabulous).
Lastly, with all these new settings, it would be a lot more friendly if the size of the Grid Properties pop-up could be re-sized (you know, click on the corner and drag.)
Thanks.
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Originally posted by Anagoge View PostChanging from Percent to Currency now works immediately for me as well. I think NT was in a weird state yesterday where it wasn't updating very well due to the memory errors that happen after backtesting for a while. I've noticed that when this happens, the chart tab often also only shows 10 or so bars, not the entire set of bars for the backtest run. I'll wait for NT7 and see if this issue is better there...
I've formed a new habit of having my control center always on the log tab when I am writing or testing strategies and indicators, since NT usually throws a out of memory every 20-30 minutes for me during heavy testing.
Mike
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I've just noticed that there is a minor bug in the Walk-forward optimizer window in NT 7.0, and thought you would like to know.
Please see the attachment for the results of the optimization. It looks to me that there is a bug in the calculation of the "Cumulative Profit", because the "Cumulative Profit" is the same as the Net Profit for each time period. I.e. there seems to be no adding/cumulation of the profit.
The values that are now displayed in the "Cumulative Profit" column are in fact the net results (in points) for that time period.
Regards,
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Conditional Formatting in Excel
There is a much easier and much more elegant way to accomplish such data visualization:
Click here: Conditional Formatting
Originally posted by bkout View PostPost #49
Forgive me if this is obvious but until Ninja can do a sort like this if someone has a consistant routine of sorting/weighting it can be done by exporting to Excel and then recording a macro. I did one where the top 20 of the 100 saved results each get a highlight color after each sort on the columns I chose and the final sort is on % profitable which I chose as my #1 criteria. Then I can scroll down and compare which prameters produce the most highlights.Originally posted by bkout View PostPost #60
Unless I'm not understanding what you want I think there is a much easier way. Run the optimization> right click on the optimizer page>Export to Excel>File>Save As>Save As an Excel workbook in your desired file location>Data>Sort>choose desired sort parameter, leave header row checked>OK. Can repeat as desired by different criteria. Putting these steps into a macro makes it a snap. Here is an image of the process as I described below that highlights the top 20 performers in several columns I selected. I also had the macro insert a column called %PROFITABLE. This shows the same value as the normal %profitable IF Profit Factor is >1.5, % profitable is >55%, Average Trade makes >$50 and Ratio Avg Win/avg loss is >110 (see row 2 and the title on row 1 both of which are put in by the macro) -- otherwise it gives a value of zero. The final sort is then done by %PROFITABLE which helps me avoid looking at optimizations which might be strong on a given sort but not meet my minimum values to be considered. Columns that are not as important to me are hidden by the macro. After the Export and Save process the macro takes about 10 seconds to do this work -- takes a while to set up but then sweet to watch!
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