Enhance reporting with most profitable day or week

mr blue · 2020-11-12T06:30:56+00:00

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!

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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

Legend

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, 9 months ago.

Topic Details

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