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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

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    La PIP c'est chic, ­čśÇ

    #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, ­čśÇ

    #143256
    Customer
    402 Posts

    This feature would be great !

    #143257
    Customer
    309 Posts

    Ill doit byt need som time

    Odoslan├ę z G3121 pomocou Tapatalku

    #143258
    Customer
    45 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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    ­čÖé 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

    Odoslan├ę z G3121 pomocou Tapatalku

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

    La PIP c'est chic, ­čśÇ

    #143278
    Karish
    Customer
    578 Posts

    Wish that would be a feature in SQ4 also ­čÖé

    #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, ­čśÇ

    #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?
    ‘├óÔéČ┬╣Thanks again a million times!

    La PIP c'est chic, ­čśÇ

    #144673
    Customer
    45 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.

     

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

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