Measuring uniformity of daily performance (rather than just displaying it) is what I am thinking of when I talk about calculating the standard deviation and slope of linear regression over the trades. PI doesn't really do this because it doesn't take time into account. Being able to see the daily performance results in a backtest or optimization is a start, but actually producing a mathematical measure would be best, in my opinion. I was planning on starting to code this over the weekend. Let me know if you think this is a good idea.
On Sep 4, 10:09 am, nonlinear5 <[EMAIL PROTECTED]> wrote: > > When I run backtests I like to look back at the uniformity of daily > > performance, so with files saved for each day I can conveniently > > run through and (re)examine the performance of individual days. > > > From my point of view it would be great if performance totals of > > individual days where displayed in the results file when a backtest > > is run on data that has been aggreagted over a number of days. > > Could you possibly add this feature? > > Ok, let me think this over. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
