How do you sort simulations by the date that the simulation was run?

How do you sort simulations by the date that the simulation was run?

Back to threads

Chaim6
2014-09-11 20:23:01

Is it possible to create a a simulation metric that displays the date that the simulation was run?

Thanks.

QuantShare
2014-09-12 04:41:56

Best Answer

You can add a new metric and type:
Fitness = Double.Parse(DateTime.Now.ToString("MMddyyyy"));

To get something like:
09122014

If you need the data in text format then you must use the money management script.

Chaim6
2014-09-12 12:31:08

Thanks that's a big help. I don't know why I didn't think of using 'DateTime.Now'.

The idea of using ToString("MMddyyyy") is good too. For example I have a different metric that I call 'End Date'. I was using:

Fitness = (Double)DailyReturn.GetDate(DailyReturn.Count-1).Year
+ (Double)DailyReturn.GetDate(DailyReturn.Count-1).Month/100
+ (Double)DailyReturn.GetDate(DailyReturn.Count-1).Day/10000;

I changed that to:

Fitness = Double.Parse(DailyReturn.GetDate(DailyReturn.Count-1).ToString("yyyy.MMdd"));

based on your idea. It's simpler :-). I put the year first to make sorting work. I also added a decimal after the year for readability. It seems like it gets rounded to three decimal places but it's good enough for my needs.

Thanks, and have a nice weekend.

QuantShare
2014-09-13 04:21:45

Thanks for sharing this

Get more messages

No more messages

Back


Trading Items Vary the Start Date of a Trading System Simulation How far are the close prices from the support line Derivatives: Number of days until the expiration date Stock Trading Rules - Percentage That Passed in the Last Trading ... Investing in stocks using the Kelly criterion money management st...	How-to Lessons How to add a metric in the trading system simulation report How to plot a time-series that do not update the chart scale How to perform a basic quantitative analysis using the S&P 500 How to plot the relative performance of several stocks/indices How to display two stocks on the same chart
Related Forum Threads how do you check if the price data is up to date? How do you retrieve the entry and exit price for a position? How do I change the date format? How to get the last day of the month in C# How do I get the date of the current bar in a custom function?	Blog Posts How to use the new Market Regimes Feature in QuantShare Trading S... Create a Pivot Table that displays the Relative Strength Index - ... How to create market indicators using the composite function - Pa... Fundamental analysis: How to track economic indicators in the For... How to download the history of dividend payments for stocks in th...