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Alexis Petit
2011-12-30 06:13:37
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Hi,
Is there a way to export as a .csv file the optimization results? I would like to be able to do a visual robustness check for varying parameters in R.
Also, is there a way to get custom statistics in the optimization results? Something like in Amibroker (a big table with every statistics included for all optimization).
I'd like to get the number of trades and so on to get a more global view of how my systems act.
Thanks!
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QuantShare
2011-12-30 12:46:29
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Hi,
Here is how to export the table:
- Select all cells
- Use CONTROL+C to copy the table
- Use CONTROL+V to paste it (You can paste it in Excel for example)
You can add custom metrics using the "Create a metric" tool in Simulator Manager then selecting the metrics by clicking on "Metrics" .
Example of a metric that displays the number of trades:
Fitness = NumberOfTrades;
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Alexis Petit
2011-12-30 13:18:42
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Hi,
I can't select and copy anything from the optimization results table. What you suggest works for realized trades/orders flow, but this is not what I am looking for. Any idea why?
Thanks!
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QuantShare
2011-12-30 15:13:24
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No. I am referring to the optimization table that appears when you click on "Optimization Report" in Simulator Manager.
Which optimization table are you referring to?
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GS
2012-01-01 12:05:20
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Look at the top right just after simulate, there is a small arrow pointing down, just click on that you will see optimization report, you can select and take it to excel.
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