Strategy Performance Report - Info Request

Questions about MCFX and MCFX Data Feed.
kevin kolodzy
Posts: 64
Joined: 25 Jan 2008

Strategy Performance Report - Info Request

Postby kevin kolodzy » 29 Feb 2008

Enhancement Requests:

The performance report has a lot of information, but a key piece that I can't find (and which is essential, in my opinion) is the input parameter settings that produced the results.

Is there an easy way to obtain - save and/or print - the strategy input parameters? This is the best way I know to associate specific results with specific inputs. Otherwise, it is necessary to manually record the inputs, which is tedious, and error prone. In comparison, TS has the Settings tab on their performance report, which makes this process convenient.

Another quirk of the MCFX report is the organization of results. It seems odd and inconvenient to put the number of trades, percentage winners, etc., separate from the net profit/loss statistics. These logically go together, and are needed to easily compute Expectancy. Drawdown should also be grouped with this data, to allow easy computation of reward/risk ratios.

In fact, if the data could be combined on one page, and those statistics calculatied, it would be extremely useful - again, combined with a way to easily print the strategy input parameters.

Finally, if the mouseover information shown on the various equity curve charts could show both the trade number AND the DATE, it would help to compare these graphs to the charts and use the information to aid in figuring out ways to improve strategy code and results. Presently, a great deal of extra work is needed to cross reference the various pieces of information to make sense of it all.

User avatar
Andrew Kirillov
Posts: 1589
Joined: 28 Jul 2005
Has thanked: 2 times
Been thanked: 31 times
Contact:

Postby Andrew Kirillov » 04 Mar 2008

Enhancement Requests:

The performance report has a lot of information, but a key piece that I can't find (and which is essential, in my opinion) is the input parameter settings that produced the results.

Is there an easy way to obtain - save and/or print - the strategy input parameters? This is the best way I know to associate specific results with specific inputs. Otherwise, it is necessary to manually record the inputs, which is tedious, and error prone. In comparison, TS has the Settings tab on their performance report, which makes this process convenient.
Yes we will keep it mind.

Another quirk of the MCFX report is the organization of results. It seems odd and inconvenient to put the number of trades, percentage winners, etc., separate from the net profit/loss statistics. These logically go together, and are needed to easily compute Expectancy. Drawdown should also be grouped with this data, to allow easy computation of reward/risk ratios.

I agree, but it is not a big deal.
In fact, if the data could be combined on one page, and those statistics calculatied, it would be extremely useful - again, combined with a way to easily print the strategy input parameters.

Finally, if the mouseover information shown on the various equity curve charts could show both the trade number AND the DATE, it would help to compare these graphs to the charts and use the information to aid in figuring out ways to improve strategy code and results. Presently, a great deal of extra work is needed to cross reference the various pieces of information to make sense of it all.

Yes that’s right.


Return to “MCFX”