Hi

I have developed a custom scorecard which seems to behave differently in 32-and 64-bit WL. In the 32-bit version, the scorcard is called once for every symbol that has any trades. A new PerformanceEngine object is created for every symbol. In the 64-bit version the scorecard is run only once, with all the trades for all the symbols in it. Is this difference in behaviour due to my code or is it a difference in the 32/64 bit version?

I would like to have all the trades for all symbols in the scorecard. How can this be accomplished? Is it a setting somewhere?

Why does the 32-bit program have the "View the Average Results for all Symbols" checkbox? Why is this not visible in 64-bit version? Is this a difference by design or is it something I inadvertently have done?

Using current versions of WL Developer on Windows 7 Home Premium SP1.

Regards Jon Brewer

QUOTE:
Why does the 32-bit program have the "View the Average Results for all Symbols" checkbox? Why is this not visible in 64-bit version?

According to the Wealth-Lab User Guide > Strategy Windows > Optimization > Results: "View the Average Result for all Symbols":

QUOTE:
View the Average Result for all Symbols Applies to: Raw Profit Optimizations

This option, which appears after completing an optimization on a DataSet that uses Raw Profit sizing, calculates the arithmetic mean of each Scorecard metric for each parameter set. The result is an <Average> row.

In other words, the difference is caused by selecting Raw Profit mode in 32-bit WL and Portfolio Simulation mode in 64-bit WL.

Thank you Eugene!

Kind regards Jon

Hi Jon

I am after something similar in that for a strategy, I'd like to see how each symbol does on a number of performance metrics (and have it run in a reasonable time frame). Would you be willing to share some code or psuedo-code?

Thanks

Steve