Another R user eh? I am getting feet wet in R just for these reasons. I have a strategy that I can effectively cut up into ranges, so I am first cutting up each range and optimizing them independantly.
Each range tends to have a wide range of number of trades, P/F, TK, PI, etc. What I am doing for that is making several "balloon" plots. Balloon plots have a dot at each coordinate, and you can change the size and color of the dot. I use the color of the dot to represent one of the profitability metrics, and I use the size of the dot to indicate the number of trades (should match very well visually with intuition). Last I am making an array of the plots. If you make 5 graphs wide, by 5 graphs tall, you get 4 axes of domain, and with the color and the dots you get 2 axes of range (profitibility and number of trades). This should allow a person to get a good feel for 4 parameters at a time. To do all this i put in a quick and dirty hack to write all optimization results to a CSV file. This is handy for both external visualization, and you don't lose the results, so you can do several independant optimzations and aggregate all the data together (and, if you really wanted, add in logic to not run the same parameter set twice). The only problem with this is that I have no way except personal diligence to make sure that the strategy code hasn't changed between optimizations. It would be nice if there was a way to get a checksum/hashcode of the strategy code that could be recorded and compared. I am no java wizard, so that part is outside my abilities. On Thu, Aug 13, 2009 at 12:30 PM, JBTrader <[email protected]> wrote: > > Yep, 4d is what we need.... > > > in terms of parallel coordinates....I use R and ggobi package > http://www.ggobi.org/docs/parallel-coordinates/ > > Also, interesting link is > http://peltiertech.com/Excel/Charts/ParallelCoord.html > > > Thanks > > > On Aug 13, 4:25 pm, Eugene Kononov <[email protected]> wrote: > > > 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 > > > > The existing optimization maps in JBT *are* 3d: two parameters plus > > performance metric as color. What we need is 4d and higher. > > > > Also what I use at work a lot is parallel > > > > > coordinates plot to visualize ndimensional data > > > > Can you post an image as an example? > > > --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
