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Open Feature request MC-1303

Adding a Strategy Enable/Disable-button for EVERY single strategy inside one portfolio

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Description

Problem:

A portfolio consists of several single strategies which should be tested together. To find the best portfolio it happens very often that strategies are added and removed permanently. This makes it nearly impossible to test a portfolio by changing strategies very often to see how the overall performance changes.

Example with the current implementation:

Let's assume our portfolio contains four different strategies. We want to add a new one and find out there is no overall performance-improvement. We remove this latest strategie, do our backtest again and then add another strategie. Then we do our backtesting, add the former removed strategie and want to find out if we can (insead of this one) remove one of the existing strategies. Therefore it would be much easier when we are able to add several strategies to the portfolio and can easyily enable or disable every single strategie for backtesting and optimizations.

Implementation-proposal:

At the moment within the portfolio-tree we have strategy1, strategy2, etc. To every strategy belongs
- instruments
- signals
Here I would like to add a third category: A kind of button which toggels between "Strategy enabled" and "Strategy disabled" on every click. Strategy enabled is identical to the current implementation. Strategy disabled means this single strategy is completely bypassed until we toggle this button again to activate it within our portfolio (identical behaviour to a removed strategie).

Summary:

You can believe me this is very helpful and saves a lot of time, when you put 10 strategies to your portfolio, enable only a few of them, do your backtesting, disable some of these  strategies and enable some others and repeat your backtesting.
With the current implementation you always need to add one strategy and then need to remove it and add another, etc. This you need to do permanently and it is for sure that you cannot optimize your portfolio in terms of different strategies.

Steps to reproduce this issue

Just use the portfolio-tester and setup one portfolio with a few strategies and try to optimize which strategies works best together.

Comments (1)
#0
user-offline.png  swz168 (swz168)
Apr 05, 2013 - 07:05

Great suggestion! Hope it will be implemented in the next version of MC.

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    Feature request
  • Category
    Usability
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