Adding Columns to a simulation report

Adding Columns to a simulation report

allan nathan
2018-05-27 10:38:49

Hi,
I thought that there was an easy way to add data columns to the simulation report. As an example,I am running optimizations ,and have 20 reports generated.
I only want to look at the reports that have at least x trades,but I do not see a simple way of adding "number of trades" to the report. can we create a custom report and select
our own columns?

thanks,

Allan

QuantShare
2018-05-28 00:25:59

Hi Allan,

Please check the following how-to lesson to learn how to add a custom measure to the simulation report:
https://www.quantshare.com/how-342-how-to-add-a-metric-in-the-trading-system-simulation-report

allan nathan
2018-05-28 21:07:39

Hi,unfortunately,that is a bit too complicated for me.Is there a tutorial or is there a way to see the money management scripts that I downloaded from other users? I don't understand the events, like Onstart simulation,On close position

thanks,

Allan

QuantShare
2018-05-30 16:37:16

The link I sent you doesn't not use money management tool. Please read the how-to lesson again. You can also check our documentation to learn more about QuantShare.

allan nathan
2018-06-04 16:19:26

Hi,I read and re read the link...

this I the example you gave

if(AnnualReturn > 10 && SharpeRatio > 1 && SortinoRatio > 1.5)
{
Fitness = 1;
}

If I want to add "Exposure" to the report,how would I simply do that??

Fitness = exposure doesn't do it

Thanks,

Allan

QuantShare
2018-06-06 01:27:58

Best Answer

The formula is:
Fitness = Exposure;

allan nathan
2018-06-06 09:36:21

I see my problem..I was typing

Fitness=exposure,and it was returning the average return.

As you said,the correct formua is

Fitness=Exposure;

Thanks

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