Analyses per week in EA Analyzer

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jaukb

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9 years ago #113647

Hello development team, I am currently wondering if I should buy the EA Analyzer, but an important feature resp. chart is missing from my perspective. Basically the already existing performance per hour and performance per week day charts are helpful. But the first and the last hours of the trading week are typically critical for many algorithmic trading systems (You will know, that many trader avoid trading during the start and the end of the week, because of abnormal price patterns, widened spreads, frequent slippage etc.). Therefore it would be best for a proper analysis, to have hour charts for the whole week (5 x 24 bars) instead of hour charts per average day (24 bars). The assumption of an “average day” can be quite misleading, when Mondays, Fridays – and for many timezones Sundays – are mixed up with full trading days like Tuesdays, Wednesdays and Thursdays. Hour charts for the whole week – on the other hand – would clearly indicate, which hours throughout the week should be avoided and preferred. Would you perhaps consider, to add such hours per week charts and ratios in your next release? And if so, when would such a release be available? Regards Ingo

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Batch

Customer, bbp_participant, community, 398 replies.

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9 years ago #130095

I don’t know about Analyzer, but I do know with SQ you can develop a strategy and then do as you say, edit out first and last hours…..but of the day. However, if not much good happening from those hours it could still help. I once ended up with a strategy that when I put in not-Sun it wasn’t as good anymore, but allowing Sunday was not good either per your mention of wider spreads at opening, so the EA became useless.

In meantime, just chattin’, I let Mark answer your request.

Jerry

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jaukb

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9 years ago #130098

Hello Jerry, many thanks for your quick reply. Regards Ingo

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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8 years ago #130439

Ingo, charts in EA Analyzer 4 are configurable, so it is not too difficult to create a snippet in QuantEditor (part of EAA) that will draw hour chart for a week, not for day.

Mark
StrategyQuant architect

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