How to find Best Performing Algo this Week?

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Viewing 15 posts - 1 through 15 (of 23 total)
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  • 12/01/2024 at 2:19 PM #240947
    GraHal

    If you / we have 50 to 100 Algo’s running on Demo Live … how do we find which 3 Algo’s have performed the best this week using the PRT Platform only?

    12/01/2024 at 3:45 PM #240948
    GraHal

    Above question (+ any answers) apply equally if we have > 3 Algo’s running.

    12/02/2024 at 5:39 PM #240988
    druby

    Had a look at this yesterday, first gut solution was get a pen, paper and do some maths.

    Didn’t  really get away from that when looking at other solutions.

    One thing I couldn’t verify because I hadn’t got enough data in ProOrder.

    Does  a strategy detailed report allow filtering of the date/time range when there’s a significant  collection of data  over days/weeks/months etc.

    In portfolio detailed report you can but other states  Start: Current: could you verify.

    My gut feeling is NO.

    regards

     

     

    12/02/2024 at 6:26 PM #240990
    GraHal
    druby wrote:

    strategy detailed report allow filtering of the date/time range

    We get attached options if been running long enough.
    It didn’t ‘leap out me’ how the periods are divided up? The shortest I noted was 1 week (# 9) and the longest 4 months (#4).

    Periods might be ‘running periods’ and end therefore is when the System is Stopped / Rejected?

    I can verify above if it is important to anything you are working on?

     

     

     

    12/02/2024 at 7:07 PM #240993
    druby

    It looks like it just lists the sessions the code was up running.

    I was looking and multiple strategy detailed reports in another workspace, can verify that at least 55 work, stopped there when realised you could set a date/time  calendar range like portfolio detailed report.

    Hence query…

    Reducing the window size I think I could  get 100 strategy’s up.  Could screenshot each week and query different gains.

    However it was just a thought, at least you could see them all, but only same as Proorder AutoTrading window info already in list form.

    So back to pen and paper solution for that one. Maths is fun!

    Thank a lot.

    druby

     

    12/02/2024 at 8:30 PM #240995
    GraHal

    About 2 years ago, I submitted direct to PRT the Suggestion that a ‘Period widget’ (see attached) be added to the System Running window.

    I even did a mock up copy & paste job in case PRT did not understand what I was proposing.

    With a Period widget, we could then easily select ‘Current Week’ and all the figures in the columns shown against each System would relate to Current Week (or whatever period selected).  Sort by Total Gain and in 2 clicks I would see which of my many Systems has largest Gain in the Current Week.

    Sooo many times over do I need the above feature; other methods involving making notes and / or export to excel pivot tables are frustrating, time-consuming and demoralising as having to be completed off-platform

    I am dearly hoping my Period widget idea will show up in v13??

    1 user thanked author for this post.
    avatar druby
    12/03/2024 at 5:53 AM #241006
    PeterSt
    GraHal wrote:
    druby wrote:

    strategy detailed report allow filtering of the date/time range

    We get attached options if been running long enough.

    It didn’t ‘leap out me’ how the periods are divided up? The shortest I noted was 1 week (# 9) and the longest 4 months (#4).

    Periods might be ‘running periods’ and end therefore is when the System is Stopped / Rejected?

    I can verify above if it is important to anything you are working on?

    Although I have/had several options in mind to bring across, I never realised that you could be dealing with longer-running trades.
    So now this is not related to the number of systems you have running (like 100) but to the sheer impossibility of being able to do this at all.

    See ? you are entering the territory of using PRT for real, while it is …
    (the children’s thing)
    And apparently in Demo-Live already. 🙂

    12/03/2024 at 5:56 AM #241007
    PeterSt
    druby wrote:

    Reducing the window size I think I could  get 100 strategy’s up.

    As I told two days ago in the other thread : 10 is maximum.

    12/03/2024 at 11:28 AM #241015
    SweTrade

    Grahal I agree with you. A column where you could choose “1 week gain”/”1 month gain” etc etc in the ProOrder window would be awesome. Its such a basic feature its odd that doesnt exists as of now.

    1 user thanked author for this post.
    avatar GraHal
    12/03/2024 at 11:50 AM #241032
    GraHal

    The ProOrder Running / Not Running window was almost useless about 3 Platform versions ago … there was so much wasted white space doing nothing!

    It was my Suggestion  to fill the space with sortable columns and the Comments column etc, but it all takes sooo long from Suggestion submitted to seeing a Suggestion implemented on the Platform?

    I sincerely hope – as many as practicable – of the bugs, niggles and improvements discussed on this Platform Support Forum (also Suggestions submitted direct to PRT) are sorted in v13?  It’s an indictment that folk on here have – even recently said – they are still using v11 because v12 has so many problems?

    Anybody know when v13 is going to be available please, even in beta version?

    12/03/2024 at 5:12 PM #241040
    JS

    I think (unfortunately) that such a “widget” is unlikely to appear in version 13, because comparing active systems (demo or live) over a specific time period is only possible if “backtest” information is available for each system. While this is technically feasible, if you, for example, select 10 systems and specify a time period, the “widget” would have to (simultaneously) perform a backtest of these 10 systems over the selected period. This could result in (very) long wait times and (too) high memory usage…

    12/03/2024 at 5:34 PM #241042
    GraHal

    Surely you are misunderstanding?

    My Suggestion was for a ‘widget’ on the ProOrder Autotrading Running window so no backtest has to be performed as all the trades, gains, losses etc etc are already available … this data is what drives the individual System Detailed Reports and / or the Portfolio Detailed Report.

    12/03/2024 at 5:56 PM #241043
    druby

    Hi peter , I was just referring to the number of trading systems , and how many detailed report could be displayed at once.

    I didn’t have any running, but image show a number of non-running ones.

    It wouldn’t surprise me if you could only open less if they were running.

     

    Whitespace in lists…

    Though this may be different regarding screen size, resolution, font size etc.

    One thing I did come over while looking at the detailed report window was some of the displayed info were cropped due to the size of the fields, when first opened in new workspace.

    Mainly , Order list and closed position list, with dates/time.

    Though you can alter each field independently,  if you use spanner to ‘Optimise column widths’ it makes window larger to incorporate the info.

    However, when reducing the width of the window and in comparison between before and after using the optimise option,

    the after appears to reduce the whitespace in each column in some proportional way, keeping the info visible and allowing the window to be at a minimum visible width size.

     

    This appears to work the same  with other windows in reducing the windows width but keeping all list info un-cropped.

    Works quite well with the Autotrading window however you need to  spanner/optimise  on all three sections, Stopped/Running/Not Running and maybe a tweak on the width to suit all.

    When window closed or reloaded after save, it always appears in optimised form.

    Maybe, because you may do this anyway, you may not realise what’s happening and since the change is saved, well you won’t think of doing again unless some data value gets too big and cropped or window gets resized and saved un-optimised.

    The simple procedure of optimise widths then resize window get it back.

    I’m sure this is common knowledge but there’s always a straggler!.

     

     

    12/03/2024 at 6:01 PM #241046
    JS

    Correct, I am indeed referring to the active (autotrading-running) systems…
    As far as I know, only the “trade data” is available, and this data is used to calculate profits, losses, performance, etc., which are then included in the relevant reports…

    12/03/2024 at 6:59 PM #241049
    GraHal
    JS wrote:

    “trade data” is available, and this data is used to calculate profits, losses, performance, etc.

    In order to analyse / see which of maybe 100 running Systems performed best this week (the essence of this Topic) then Gains / Losses would be what I would be wanting to check out / sort in the columns currently showing on the ProOrder Running window; these figures to be filtered by a Period widget for Current Week / Month / whatever period.

    JS wrote:

    comparing active systems (demo or live)over a specific time period is only possible if “backtest” information is available for each system

    What information can be gained from backtesting that cannot be gained from the forward Live running data?  Maybe I am missing something obvious?

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