Click here to Login





                                                   Report simulation performance by symbol?

  0

0
Kiran
2015-09-26 19:35:04


I'm running a simulation across 50 ETFs and would like to report the simulation performance (AR, Profit Factor, %Winning, Drawdown) for each symbol.

1) Is there a way to run the simulation for each individual symbol (i.e. 1 position, 100%) in bulk mode and report the performance of each symbol? Intent is to screen which symbols the strategy is profitable for.

2) If i run it in portfolio mode (e.g. 50 symbol list, 5 holding positions), how do i report the performance of each symbol (Total return, %Win, etc).
- i couldn't right-click and download the trades to a spreadsheet. Also, the Analyze tab->Group by Symbol doesn't show actual Trades return, rather shows 2-day gain from entry date.



QuantShare
2015-09-28 04:15:28

  0

1/ Here is how:
http://www.quantshare.com/sa-502-how-to-backtest-each-stock-or-asset-individually

Or you can select the "Analysis" tab (in the simulation report), select group by "Symbol" then click on "Analyze".

2/ Select "Summary" tab, "Create Advanced Report" then use the "Analysis" tab as explained previously.



No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










QuantShare

Trading Items
Buy Sell Simulation Indicator
Number of Buy Signals Over Time in a Simulation
Short Cover Simulation Indicator
Benchmark Return in a Trading System Simulation
Relative Performance against a Group of Stocks

How-to Lessons
How to add a metric in the trading system simulation report
How to improve the performance of QuantShare databases?
How to create a Monte Carlo simulation
How to plot the relative performance of several stocks/indices
How to perform a basic quantitative analysis using the S&P 500

Related Forum Threads
Adding Columns to a simulation report
Resizing Trading simulation report
Analysis tab in simulation report - group by Exit Rule
Plotting Bactesting Report
ranking output in simulation

Blog Posts
Trading System Analysis: Backtesting report and custom measures
Create a HTML or PDF Report of your Trading System Backtesting Re...
Improve your trading system performance by ranking stocks
Compare stocks and securities by creating a relative performance ...
Trading Forex with the commitments of traders report









QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.