detailed monthly/weekly reports


My EA testing, optimisation and analysis process.


When testing and optimising an EA, i typically use a 12mth lookback with a 1-4 or sometimes a 1-3 OOS forward test. 

I find this gives me enough history to identify the patterns in the matrix, with a large enough OOS sample range to validate the settings that will give me the highest probability of working in current market conditions.


As a risk diversification measure, I find portfolio trading is critical, especially for prop funded trading. This means i will trade anything from 4 different pairs to sometimes 28 all at once but each carrying a small amount of the total risk.

Most prop funds have a max daily DD of 5%. I use an equity protector set to 4% to allow for slippage during high volatility trading times.

The EP watches over the whole trading portfolio not just individual pairs.

When testing I will produce up to 30 12mth tests that i then load into QA to review.

QA gives a fantastic overview into the trading reports and is an invaluable tool, however its missing vital features.


I load all 30 mt5 reports into QA, then use all the single reports to make 3x portfolios of 10 each.


The issue is the QA report spans the entire 12mth period, and only gives a summary line for monthly performance and no report at all for weekly performance.


The monthly and weekly is far more important to me due to prop fund rules explained above.


A prop trader lives and dies on a mth by mth basis when trading prop funds, so I need to have the 12 mth report and great level of detail broken down into months and weeks but still retaining the performance analysis detail of the yearly reporting so i can see DD% and profit etc as these metrics are super important to a mth by mth prop fund trader.


I have tried using the What-if function, but the selection is not there and not available to be created...and I just can't find out how to get the reports I need so it seems it might be a valid feature addition for the next release of QA. 



Pls contact me if you would like any further info on this feature request. 




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

History

EC
#1

Hotwasabi

31.01.2023 02:08

Task created

VH
#2

anttropus

31.01.2023 05:46
Voted for this task.

Votes: +1

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