I am back-testing various trading strategies and am running simulations by running ranges of various parameters/indicators. At the top of the simulation report window you get the line by line results of each case within a simulation run (annual return, sharpe ratio, % winners, variables a, b, c, etc). Is there a way to export those to a file for further analysis. I'd like to go to Excel and compare annual return or sharpe ratio, for example, vs individual variables. I see where you can export the results of an individual case within a simulation, but how about exporting the aggregate results of all the cases (be they 40 or 400) within a simulation run.
Sorry, Barbecue, when I go back to the simulator the only tools menu item I see is after I select the system in manage items (button with folder at bottom of the simulator pane) and if I click that I only get the following options in Tools "Copy Item", "Import items from another Account," "Encrypt Checked Items", "Decrpyt Checked Items" and "Show/Hide Creation Date". On the report pane where all the simulation results are listed for an optimization run, I see the report button on each line reporting a simulation result but that only gives me the details of that single simulation case within the whole set of simulation cases that make up an optimization run. I want to export the metrics (annual return, sharpe, etc) and variables optimized for ALL of the simulation cases that make up an optimization run. What I really want to do is similar to just pasting and copying all those lines in that uppermost pane into an Excel spreadsheet for analysis. Is there a temp file somewhere where these results would be stored?
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.
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