PLease VOTE: Performance Report: real Rolling period analysis

Questions about MultiCharts and user contributed studies.
Zheka
Posts: 92
Joined: 13 Jan 2016
Has thanked: 3 times
Been thanked: 14 times

PLease VOTE: Performance Report: real Rolling period analysis

Postby Zheka » 02 Jun 2017

Current "Rolling Period" analysis is not really "rolling" (it is anchored!) and is not useful for understanding strategy performance (needed to monitor results subsequently in RT).

A user should be able to specify a number of "periods" to roll (e.g. 3-month rolling window, 4-weeks, etc).
Key metrics for such analysis: Profit, % Profitable

Summary analysis would be also immensely helpful (e.g. Profit distribution)

https://www.multicharts.com/pm/public/m ... es/MC-2251

Return to “MultiCharts”