Adding features to the logfile flag

Posted By: nanotir

Adding features to the logfile flag - 04/23/16 11:31

Hi

I think it would be useful to add some profile plots at the end of the test into a htm file as the PF histograms. Then it is not necesary to desactivated all algos and assets and just keep one algo/asset to perform seasonal analysis and do that for each algo/asset combination. It would safe a lot of time if all that analysis could be done at once.
Maybe it is not possible due to memory resources but at least some could be done. So instead of doing the analysis one by one, at least the analysis could be done ten by ten. Or maybe something like set(Seasonal), set(MAEgraph), set(profit) or set(weekprofit) could be performed.
Posted By: jcl

Re: Adding features to the logfile flag - 04/26/16 08:49

This is certainly useful, only problem is that the chart library was implemented in a way that it can only plot one chart at a time, not many. This can of course be changed, but it requires a lot coding, otherwise it had been done already. It's planned for some point in the future.
Posted By: nanotir

Re: Adding features to the logfile flag - 04/27/16 11:12

It is good to know that it will be implemented at some point.
Posted By: nanotir

Re: Adding features to the logfile flag - 05/24/16 11:52

Now that matrix are introduced into zorro, I was thinking that it may not be necessary to get all the pictures but just the values into a matrix/vector. The BestTradeTimeVector would show for example at which bar the trade begins to deteriorate for each asset of the portfolio. Or it would be a assetsxalgo matrix where each component is the best trade time for each asset/algo combination. The ReturnDayMatrix would show the average return for each day of the week, for each component of the portfolio. So it would be a 5x5 matrix for a 5 assets portfolio. The same for weeks, in that case it would be 5x4 matrix and months 5x12.
It could be a matrix for the averague and another for the standard desviation or one matrix with two components at each position at the matrix.
It could be even more useful than a bunch of pictures since it is much easier to navigate through matrix components to filter trades.
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