What if Analysis - ability to create bulk What if Analyses at a time

Currently when I want to create a What if analysis, I can only do this for 1 strategy at a time. 



Also, if I run a What if Analysis for a portfolio, it doesn't keep the strategies in the portfolio in the What If result. Instead this converts the portfolio into a simple strategy.


Can it be made so that a What if Analysis keeps all of the strategies in a portfolio.


Can it also be made so that What if Analysis can be run in bulk for all selected strategies instead of only 1 strategy at a time.


This will be EXTREMELY useful for helping find the best Walk Forward results in a strategy loaded from SQX because:
1. SQX cannot split WFM strategies out of a strategy with WFM results
2. SQX does not display statistics for WFM result within a strategy easily e.g Stability, Fitness, Ret/DD etc. for all listed WFM results in a table
3. QA4 does not display the OOS statistics for WFM results for each individual WFM result and so I must use the What if Analysis to pick only the trades during the OOS periods manually by using a date range


Thanks :)



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  • Votes +1
  • Project QuantAnalyzer
  • Type Feature
  • Status Fixed
  • Priority Low

History

JK
#1

Insanity82007

04.02.2020 11:37

Task created

JK
#2

Insanity82007

04.02.2020 11:38

Type changed from Bug to Feature

JK
#3

Insanity82007

04.02.2020 11:38
Voted for this task.
JK
#4

Insanity82007

21.02.2020 11:45

Attachment MoneyManagementBulk.java added

Attachment MoneyManagementBulkDatabank.java added

Attachment WhatIfBulk.java added

Money Management and Whatif Bulk scripts to share with anyone else interested in this ticket
TT
#5

Tamas

23.04.2020 15:02

Status changed from New to Fixed


Votes: +1

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