PRT platform support for V11- WFE ratio
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Hi Nicolas,
Pls advise for the PRT V11.10 new version ,why when I run the WFE backtest, I can’t see the ‘Walk Forward Efficiency Ratio(%)” reading ? For the old version V10.30 we can find this reading on the overview table. Looking forward to hear from you soon Thank you.
Best regards,
Des. Lim
In the detailed report view, open the widget lists (“configure Dashboard” button at the top right of the window) and select the WFE widget and put it on the grid (see attached picture).
Hi Nicolas,
Appreciated your fast respond. Under my widget lists, I can find Z-Score instead? Pls advise is this the same as WFE ratio %? Thank you.
Best regards,
Des. Lim.
Hi Nicolas,
Sorry pls ignore my last queries regard to the above , I managed to solve the problem and found the WFE Ratio% now. But why when I do a backtest using the same strategy, same units(125,000) on V11.10 & V10.30 version the WFE % result are different?(see attach). Which is correct? Thank you.
Best regards,
Desmond Lim.
Hi Nicolas,
I try to test on different time period “5900” units, also found that WFE % reading are different(See attach). Using the same Strategy as above. Appreciated your kind reply. Thank you.
Best regards,
Des Lim.
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Summary
This topic contains 4 replies,
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4 years, 9 months ago.
Topic Details
| Forum: | Platform Support: Charts, Data & Broker Setup |
| Language: | English |
| Started: | 04/27/2021 |
| Status: | Active |
| Attachments: | 7 files |
