Save Detailed Analyzable Results of a Strategy Run?
Author: swuzy
Creation Date: 5/14/2015 9:20 PM
profile picture

swuzy

#1
Not sure if it is already possible, but I would like to save the results of various strategy runs so that I can review and analyze it in detail later.

Each time I revise a parameter, it takes a very very very long time to run and generate the results.

For example, it would be nice to capture 'all' of the data that populate the various performance view tabs and be able to browse it, sort the trades (holding time, profitability, etc for analysis, pop up and view individual trade charts, etc.

Is this possible, or eventually possible?

For background my Comcast speed per Ookla internet speed test is downloads 59 mbs, upload is 5..8 mbs, I am using an earlier generation Core i7 with 4 processors, I have 16 GB ram on my pc, I am using a 1 terabyte SSD.

Yes, still it takes a long time crunching data for each run variation.

In my case, I blame it on my strategy. It uses what I call a Datty entry (Dumb Ass Trend Testing Yardstick), and does a lot of repetitive crunching on about 3300 stocks.

However on a run of 4 years, it generates less than 150 trades, using 20% equity. Hopefully any ability to save such detailed results will include the possibility of changing position size and seeing the matching trades.

Thanks.
profile picture

swuzy

#2
Assuming there is not such a capability in WL, a friend working in the computer industry suggested a possible solution that is somewhat beyond me at this time.

He suggested running a second virtual windows machine in a hyper visor under windows. Then different instances of WL strategy runs can be saved to hyperfiles for replay and analysis.

Does that make sense and is it doable?
profile picture

Eugene

#3
Yes it's possible with the Snapshots visualizer from our Performance Visualizers library. This approach has its limitations but is convenient and much easier than virtual machine instances.
profile picture

KGo

#4
The tab data can be copied/pasted to a spreadsheet. Create a template workbook that has the format, layout and column widths you want. Perhaps paste data from each WLP tab to a different sheet. If doing it often, use a Windows Macro program to accomplish the task in a keystroke.
profile picture

swuzy

#5
Hi KGo (and others),

Good idea. I used to do that with my portfolio on Active Trader.

However when I tried it with WLPro 6.8, I can not get the tabs to copy and paste to my Excel or One Note, or anything. I got the tabs to print out to One Note, but it is not in an easily manageable sortable as needed for the data in Trade tab.

Which version of WL and Excel are you using?

I find that it may be helpful to review previously closed positions in the Trade tab; especially if you have a reasonably good strategy that does not generate too many signals.

o Items closed out as winners can be watched for future early re-entry.

o Items closed out as losers should be analyzed for patterns to avoid.



profile picture

swuzy

#6
Oops. Forget about my last post above.

I was not able to copy and paste from WL tab to Excel yesterday.

Just tried again, and it works fine.

profile picture

KGo

#7
swuzy,
Tip: Insure Excel "Text to Column" is set to use tab as a delimiter. If it is not, data in each row may paste to one cell.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).