Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
How to iterate the optimization report after performing the strategy optimization
I am not sure what equity curves you are looking for, but the strategy performance report contains several.
When you are looking at a performance report the curves are located under the "Strategy Analysis" entry following "Time Analysis".
Does this provide the curves you have been looking for?
it's very happy to hear from you^_^. Thanks for your answer. Sorry for my
unclear expression in the last post.
Exactly, if applying/double-clicking some parameter set in the optimization
report, the "detailed equity curve" in the performance report of the strategy
would be the target. But optimization report does not provide that, as below
I hope that, after optimization, I can automatically iterate the optimization
report to extract the equity curve of each parameter set, and output to a
file for further analysis.
For example, after the optimization, there are 100 solutions in the report. I
hope to find a way to automatically output each equity curve for the 100 solutions.
I am afraid I am not aware of a method other than go through each performance report manually one by one for each parameter combination. You might be able to automate this with a macro tool to some extend, but even then it wouldn't be very convenient unfortunately.
It might be simpler to write strategy metrics to files during the optimization and then have Excel (or any other software) draw equity curves from that data.
this would be something you'd have to code, but you have several reserved words that you can use to track performance metrics of a strategy bar by bar (or even tick by tick):
