Enhance reporting with most profitable day or week

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  • 11/12/2020 at 7:30 AM #150210 quote
    mr blue
    Participant
    Senior

    Hi there!

    I discovered this nice code snippet which delivers some additional data regarding profability:

    Yearly and monthly returns backtest indicator (for ProBacktest)

    Has anyone more enhanced current reporting, for example to see:

    • most profitable day of the week
    • most profitable date of the month
    • most profitable week of the month
    • and much more?

    Before you reply – YES – I am aware I could do some “magic pivots” in excel – but I prefer to have everything in one place.

    So if you have something to share, it’s very welcome!

    Thanks!

    11/12/2020 at 6:44 PM #150326 quote
    Fran55
    Participant
    Veteran

    On weekly?

     

    Please!!

    11/13/2020 at 7:48 PM #150414 quote
    Fran55
    Participant
    Veteran

    And this, Roberto?

     

    Weekly results, please?

    11/14/2020 at 1:43 AM #150436 quote
    robertogozzi
    Moderator
    Master

    It’s very difficult to add those points.

    There’s no built-in date math instructions/functions because there’s no date data type, so it’s very hard to number weeks and keep track of them (v11 has some improvements with arrays, but it’s still a very difficult and lengthy process).

    11/14/2020 at 6:12 AM #150453 quote
    Fran55
    Participant
    Veteran

    No problem.

     

    Thanks!

    11/18/2020 at 1:42 PM #150868 quote
    mr blue
    Participant
    Senior

    OK – thanks for checking

    11/27/2020 at 8:12 AM #151848 quote
    mr blue
    Participant
    Senior

    Just received the V11 on IG DEMO – and I must say the reporting functionality is awesome! Beating my expectations. Great Job!

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Enhance reporting with most profitable day or week


ProOrder: Automated Strategies & Backtesting

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mr blue @marco_sala Participant
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This topic contains 6 replies,
has 3 voices, and was last updated by mr blue
5 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/12/2020
Status: Active
Attachments: No files
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