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Forums>Quant Analyzer (formerly named EA Analyzer)>Extending the program>Consecutive loss and win dispersion analysis histogram

  • #116989 |
    Customer
    60 Posts

    Greetings,

     

    Would anybody be kind enough to code a snippet to be able to see through histogram or table the dispersion of win/loss count please?

    The info would be available in the analysis section of the str loaded into QA.

    The output to be generated being as below:

     

    example of output in the picture attached please.

     

    Is that doable with a snippet?

     

    Thanks a million time for whomever can do it!

     

    Best,

     

    Lucca

    Attachments in this forum are visible only for registered users.

    La PIP c'est chic, 😀

    #143255
    Customer
    60 Posts

    Greetings,

     

    Would anybody be kind enough to code a snippet to be able to see through histogram or table the dispersion of win/loss count please?

    The info would be available in the analysis section of the str loaded into QA.

    The output to be generated being as below:

     

    example of output in the picture attached please.

     

    Is that doable with a snippet?

     

    Thanks a million time for whomever can do it!

     

    Best,

     

    Lucca

    attachicon.gifcons.JPG

     

    Then the second stage would be to develop a Whatif function to exclude/change position sizing of the trades based on consecutive loss/wins, at end of sequence.

    Thanks again.

     

     

    La PIP c'est chic, 😀

    #143256
    Customer
    324 Posts

    This feature would be great !

    #143257
    Customer
    286 Posts

    Ill doit byt need som time

    Odoslané z G3121 pomocou Tapatalku

    #143258
    Customer
    19 Posts

    this feature will shift our trading to an another level…histogram of consec losses from whole backtest, thats what i am looking for

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    🙂 You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM

    #143260
    Customer
    60 Posts

    Ill doit byt need som time

    Odoslané z G3121 pomocou Tapatalku

    Thank you, I’ll throw the ball back whenever I have opportunity mate,

    La PIP c'est chic, 😀

    #143278
    Karish
    Customer
    577 Posts

    Wish that would be a feature in SQ4 also 🙂

    #143439
    Moderator
    2349 Posts

    Hello,

     

    I have added a request for this for developers to add wins/losses streak (frequency) analysis

    #143535
    Customer
    60 Posts

    Hello Tomas, do you mean in Sq4 or QA?

    Sent from my A1601 using Tapatalk

    La PIP c'est chic, 😀

    #143704
    Customer
    60 Posts

    Hello clonex, just wondering how your work was developing, and if you had an idea when the feature you kindly proposed to develop would be ready?
    ‘‹Thanks again a million times!

    La PIP c'est chic, 😀

    #144673
    Customer
    19 Posts

    we have talked here many times about the analysis of consecutive losses and have a plan to do a histogram to Quant Analyzer which can show us very quickly hows the consecutive losses behave at each strategy

    i have been waiting too long so i purchased this for me – if anyone here interested in such a thing, send a PM or email hankeys2@gmail.com, we can discuss

     

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    For this particular strategy, I see that it had 14 consecutive losses (it was the extreme – BE is counted as a loss) … the losses are most changing in sequence 3 and 4, so the optimal is to wait for 5 or 6 consecutive losses, then you can statistically expect a profit period … and that’s it

     

    i have also some new columns where i can see everything what i want to see in one view – very qucikly, i could sort by every column, etc.

     

    Attachments in this forum are visible only for registered users.

    🙂 You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM

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