On Sep 5, 1:00 am, wigginx <[EMAIL PROTECTED]> wrote: > 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.
I have been trying to use PI this week and I still think that it would be very nice to have something like optimization maps in numbers. In other words, to be able to sort optimization results by the greatest and the best shaped optimization map. I know it could be nontrivial to evaluate the map's size and shape. Daily results and linear regression could help and possibly outperform my idea while there will be *enough* trades. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
