Using Performance Report: Difference between revisions
From MultiCharts
no edit summary
Abeloglazova (talk | contribs) No edit summary |
|||
(39 intermediate revisions by 8 users not shown) | |||
Line 1: | Line 1: | ||
Basing on the trades placed in the chart the performance report can be calculated to comprehensively analyze the strategy performance measures as well as trades list and statistics. There over 100 performance indices | Basing on the trades placed in the chart the performance report can be calculated to comprehensively analyze the strategy performance measures as well as trades list and statistics.There are over 100 performance indices available for analysis including about 30 charts. | ||
<br/>There are two types of reports available in MultiCharts: Strategy Performance Report and Trading Performance Report. They were designed for different purposes. Depending on the current goal one needs to use the appropriate type of report. See more information in the [[Comparison of the Reports]] table. | |||
< | |||
<div style="background-color: #E3FBE5;">Note: Only one performance report can be opened at a time.</div> | <div style="background-color: #E3FBE5;">Note: Only one performance report can be opened at a time.</div> | ||
<br> | <br> | ||
== Accessing Performance Report == | == Accessing the Strategy Performance Report == | ||
To access a Strategy Performance Report: | |||
# [[Understanding_Strategies|Apply a strategy]] to a chart. | |||
# In the main menu select '''View''' then click '''Strategy Performance Report'''. | |||
# | == Accessing the Trading Performance Report == | ||
# In the menu select '''View''' then click ''' | To access a Trading Performance Report: | ||
# Plot a chart with the desired data range. | |||
# Open the [[Chart Trading]] Panel. Connect the Broker Profile. Select the account that was utilized to place orders. | |||
# In the main menu select '''View''' then click '''Trading Performance Report'''. | |||
== Viewing Performance Report == | == Viewing Performance Report == | ||
Line 24: | Line 23: | ||
Left panel is a navigation structure while the upper right one displays performance data. | Left panel is a navigation structure while the upper right one displays performance data. | ||
<div style="background-color: #E5F6FF;">Tip: Upon left-clicking on any performance index its description will appear in the lower right panel.</div> | <div style="background-color: #E5F6FF;">Tip: Upon left-clicking on any performance index its description will appear in the lower right panel.</div><br> | ||
<div style="background-color: #F8D3CD;">Attention: Portfolio Trader Strategy Performance Report and MultiCharts Strategy Performance Report contain slightly different analysis parameters and display options. Further description is based on MultiCharts Strategy Performance Report functionality</div> | |||
=== Viewing Performance Indices === | === Viewing Performance Indices === | ||
To view performance indices: | To view performance indices: | ||
# In the left panel select a performance indices section | # In the left panel select a performance indices section [[File:14_Icon_Table.gif]] to review. | ||
# In the right side move cursor on a performance index required. The cursor will change into '''Description''' | # In the right side move cursor on a performance index required. The cursor will change into '''Description''' [[File:12_Cursor.gif]] cursor then left-click. | ||
# In the lower right panel a text description will appear. Click '''Close''' | # In the lower right panel a text description will appear. Click '''Close''' [[File:13_Close.gif]] button to close the description panel. | ||
# Use '''Back''' | # Use '''Back''' [[File:Scroll Left new.png]] and '''Forward''' [[File:Scroll_Right.png]] toolbar buttons to move between the Performance Report sections. | ||
<br> | <br> | ||
=== Viewing Performance Charts === | === Viewing Performance Charts === | ||
To view performance charts: | To view performance charts: | ||
# In the left panel select a performance chart | # In the left panel select a performance chart [[File:15_Icon_Chart.gif]] to review. | ||
# Click '''Zoom In''' | # Click '''Zoom In''' [[File:Zoom In new.png]] or '''Zoom Out''' [[File:Zoom Out.png]] toolbar buttons for zooming charts in an out respectively. Click '''Reset Zooming''' [[File:Reset Both Scales new.png]] to reset a zoomed chart. | ||
# Use '''Pan''' | # Use '''Pan''' [[File:08_Hand.png]] or '''Cross''' [[File:Show Hide Cross.png]] cursor modes for moving charts or precise reviewing chart values respectively. | ||
# Use '''Back''' | # Use '''Back''' [[File:Scroll_Left_new.png]] and '''Forward''' [[File:Scroll Right.png]] toolbar buttons to move between the Performance Report sections. | ||
<br> | <br> | ||
== Understanding Report-Chart Synchronization == | == Understanding Report-Chart Synchronization == | ||
Line 57: | Line 58: | ||
Report-Chart Synchronization simplifies this process. Trades on the chart are automatically highlighted when the user hovers his mouse over a trade in the Strategy Performance Report. | Report-Chart Synchronization simplifies this process. Trades on the chart are automatically highlighted when the user hovers his mouse over a trade in the Strategy Performance Report. | ||
To learn more about this feature, see [[ | To learn more about this feature, see [[Using_Performance_Report#Setting_Display_Properties|Setting Display Properties]] | ||
<br> | <br> | ||
== Setting Performance Report Properties == | == Setting Performance Report Properties == | ||
Line 75: | Line 77: | ||
To set financial properties: | To set financial properties: | ||
# In the Strategy Performance Report window click '''Settings''' | # In the Strategy Performance Report window click '''Settings''' [[File:10_Format_Window.png]] toolbar button. | ||
# Select the '''Financial''' tab. | # Select the '''Financial''' tab. | ||
# Set appropriate properties or click '''Default''' to set back to the default settings | # Set appropriate properties or click '''Default''' to set back to the default settings.<br>'''No. of standard deviations''' - the number of standard deviations is used in some report indices calculation. The default is 1.<br>'''Minimal acceptable rate of return''' - reference point for Sortino Ratio (See "Performance Ratios" section in the Performance report.<br>'''Degree of risk aversion of the investor''' - reference point for Fouse Ratio (See "Performance Ratios" section in the Performance report)<br> | ||
# Click '''OK'''.<br> | # Click '''OK'''.<br> | ||
Line 86: | Line 88: | ||
To set display properties: | To set display properties: | ||
# In the Strategy Performance Report window, click the '''Settings''' | # In the Strategy Performance Report window, click the '''Settings''' [[File:10_Format_Window.png]] toolbar button. | ||
# Select the '''Display''' tab. | # Select the '''Display''' tab. | ||
# Select '''USD''' to display the report in U.S. dollars or select '''Regional Currency''' to display the report in another currency. If '''Regional Currency''' is selected, enter the exchange rate in the '''USD/$ rate''' textbox. | # Select '''USD''' to display the report in U.S. dollars or select '''Regional Currency''' to display the report in another currency. If '''Regional Currency''' is selected, enter the exchange rate in the '''USD/$ rate''' textbox. | ||
Line 106: | Line 108: | ||
To save the Performance Report: | To save the Performance Report: | ||
# In the Strategy Performance Report window click '''Save''' | # In the Strategy Performance Report window click '''Save''' [[File:Portfolio_Save.png]] toolbar button. | ||
# In the '''Save As''' dialog window appeared navigate to the required file location. | # In the '''Save As''' dialog window appeared navigate to the required file location. | ||
# In the '''File Name''' field type in the file name.<br><div style="background-color: #E3FBE5;">Note: The file name with symbol name included in it is supplied automatically.</div> | # In the '''File Name''' field type in the file name.<br><div style="background-color: #E3FBE5;">Note: The file name with symbol name included in it is supplied automatically.</div> | ||
# In the '''Type''' field select the file type. There are | # In the '''Type''' field select the file type. There are 3 types available: *.XLS/*.XLSX (MS Excel), *.ODS (Open Office Workbook) and *.XML (XML RINA). | ||
# Click '''Save'''. | # Click '''Save'''. | ||
<div style="background-color: #F8D3CD;">Attention: To save data in an .XLS format a | <div style="background-color: #F8D3CD;">Attention: | ||
* To save data in an *.XLS/*.XLSX format a version of Microsoft Excel that supports Visual Basic for applications must be installed on the computer. Once saved the *.XLS/*.XLSX file may be read by any Excel compatible application. | |||
* To save data in an *.ODS format OpenOffice package must be installed on the computer. Once saved the *.ODS file may be read by any *.ODS compatible application.</div> | |||
<div style="background-color: #E3FBE5;">Note: In the *.XLS file the entire report will be saved (including charts).</div> | <div style="background-color: #E3FBE5;">Note: In the *.XLS file the entire report will be saved (including charts).</div> | ||
== Printing Performance Report == | == Printing Performance Report == | ||
Line 124: | Line 126: | ||
# In the left panel of the Strategy Performance Report select a section or a chart to be printed. | # In the left panel of the Strategy Performance Report select a section or a chart to be printed. | ||
# Click '''Print''' | # Click '''Print''' [[File:03_Print.png]] toolbar button. | ||
# The standard print dialog will appear. | # The standard print dialog will appear. | ||
# Click '''OK'''. | # Click '''OK'''. | ||
<br> | <br> | ||
or | or | ||
# In the left panel of the '''Strategy Performance Report''' select a section or a chart to be printed. | # In the left panel of the '''Strategy Performance Report''' select a section or a chart to be printed. | ||
# Click '''Print Preview''' | # Click '''Print Preview''' [[File:02_PPreview.png]] toolbar button. The '''Print Preview''' dialog will appear. | ||
# Use '''Magnify Mode''' | # Use '''Magnify Mode''' [[File:02_PPreview.png]] or '''Whole Page''' [[File:08_Hand.png]] toolbar buttons to preview the page. | ||
# Click '''Print''' | # Click '''Print''' [[File:03_Print.png]] toolbar button to access the print dialog. | ||
# Click '''Close''' button to close the window.<br><br> | # Click '''Close''' button to close the window.<br><br> | ||
[[Category:Backtesting]] | [[Category:Backtesting]] |