It would be nice to use the existing logging mechanism to dump the results of a backtest into any format. Switching to Log4j would provide and elegant solution. Custom appenders to log in whatever way that we want could be created.
Eugene Kononov wrote: > <[email protected] > <mailto:[email protected]>> wrote: > > > I don't think these should go into JBT its mostly experimental stuff. > Lots of it hastily coded up in my spare time. > Anyhow here is an overview. > * I have a reporting framework and separate charting tool that I > use for > a more detailed view of correlations > between indicators and overall strategy comparison. The > backtester writes out xml and the reporting tool > consumes. Implemented in adobe flex. > * I have a "go flat now " button on the popup menu that sets the > current position to 0 and changes > the mode to Forward test. I used this allot for stopping JBT > when I was satisfied with profit level for the day. > * Have a second copy of the optimizer layer that I use for dynamic > optimization strategies. It allows for strategy > development that can fork off an instance of the optimizer > concurrently > and modify strategy params in real time. > Much to my chagrin, I couldn't find any good strategies using this. > * Updated the Backtester to so that a daily profit indicator could be > used. > * Record Volume 5 second 30 second and 60 second intervals. This > needs > to be refactored to only > record the 5 second volume as the other intervals can be derived > off of > the 5 sec. > * Hack to allow multiple instances of JBT to run. > There is more but I'd have to run a comparison to remember it all. > > > > Ok, thanks. I agree, it all looks experimental. > > > --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
