To generate multiple performance reports from the optimizati

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To generate multiple performance reports from the optimizati

Postby 2haerim » 12 Jan 2009

When we run optimization, we get excel-like output. Each line stands for one performance report.

Is it possible to generate detailed performance reports for all or some range of (for example, top 5 from the optimization) inputs?

Currently, I have to apply a signal for each input combination and generate a report one at a time.

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Marina Pashkova
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Postby Marina Pashkova » 14 Jan 2009

Hi HaeRim,

If detailed reports were calculated for all input combinations during a strategy optimization, it would considerably slow down optimization calcualations. This is exactly why optmization reports have been limited to a number of key parameters that help you to narrow down your search of potentially good combinations. After you have chosen the parameter combinations that seem promising, you can use them to generate a strategy performance report.

Optimization and report were developed with this scenario in mind because it allows to make strategy analysis most efficient.


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