Eugene.... If jchart supports 3d charts that would be perfect. So we have 3d surface to look at. Also what I use at work a lot is parallel coordinates plot to visualize ndimensional data
On Aug 13, 1:39 pm, nonlinear5 <[email protected]> wrote: > > For instance, changing one parameter by 10 might be "equivelent" to changing > > another parameter by 20. I don't even know how you would quantify the > > "range" except for the cases where you can determine the full range in which > > the parameter applies (i.e. the range in which a certain parameter can be > > that will generate at least N trades). > > In the first implementation of the new robustness metric, I would > define the range as simply plus/minus 10% of the parameter value. So, > for a parameter set {10, 100}, the "neighbors" would be in {9..11, > 90..110}. I agree with you that this may be too primitive, but we can > improve it later. > > > Furthermore, you simply cannot judge performance with a number. Surface > > plots are a must. My main beef with the JBT plots is that you only get to > > see the "best" and "worst" strategies for a range of 2 variables. It would > > be infinitely more valuable to look at a plot of X vs Y while Z=30 and > > Q=40. > > This should not be very difficult. I'll take a look at that. > > > Which brings me to my last point: you really need to cut down the number of > > parameters if you have more than 4. I find 4 to be too much. > > I agree. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
