Analysis tab in simulation report - group by Exit Rule

Analysis tab in simulation report - group by Exit Rule

Kiran
2015-06-02 02:21:06

In the Analysis tab in simulation report, how do i group results by Exit Rule? I tried "Custom" groupong, but couldnt find the ExitRule variable in the Custom script
Pl advise if theres some way of grouping/analyzing the data.

QuantShare
2015-06-02 02:48:43

Say your exit rules are:
rule1 = perf(close, 1) < 0;
rule2 = rsi(14) > 70;

You can write something like:
iffstr(rule1, "ExitRule1", iffstr(rule2, "ExitRule2", "Other Exit"))

Get more messages

No more messages

Back


Trading Items Entry Price and Exit Price in Trading System Report Technical Analysis Continuation Pattern: Descending Triangle Indi... Buy Sell Simulation Indicator Number of Buy Signals Over Time in a Simulation Word Occurrence in News Titles - Quantitative Trading Analysis	How-to Lessons How to add a metric in the trading system simulation report How to perform a basic quantitative analysis using the S&P 500 How to create a Monte Carlo simulation How to add custom position-based metrics to your trading system How to create a trading system
Related Forum Threads Analysis Tab - Additional Columns Report simulation performance by symbol? Adding Columns to a simulation report Resizing Trading simulation report exit rule formula on high	Blog Posts Trading System Analysis: Backtesting report and custom measures Backtesting All Candlestick Patterns in 10 Minutes Long Term Trading with Technical Analysis Introduction to sentiment analysis applied to the stock market Statistical data analysis of time series