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[Build 107 (RC 7)] add column RDD divide RDD MC tests in %

v tuto chvíli jsem schopen do databanky přidat sloupec RDD při MC testu ve stanoveném levelu confidence...potřeboval bych ale možnost zobrazit procentní hodnotu originálního RDD a toho RDD z MC testu...tedy chci jednoduše vyfiltrovat strategie, které třeba nesplňují 50% originálu
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Low

History

h
#1

hankeys

02.07.2018 17:29

Task created

j
#2

jmtc1230

03.07.2018 02:03
This would be fantastic
h
#3

hankeys

16.07.2018 07:45
please add to build 107, for now we have only column "filter result", but this column have only two states - failed or passed


we need to see in MC tests the percentage of original, so we can filter the strategies by this value

MF
#4

Mark Fric

16.07.2018 08:29
nice idea, but it has very low priority
IH
#5

clonex / Ivan Hudec

20.07.2018 15:27
+1
n
#6

notch

21.07.2018 09:10
+1
m
#7

mabi

22.07.2018 13:10

Attachment 1.jpg added

You can if you set 200% of RDD in MC test>RDD_main  . It is the same thing just calculated backwords works fine for me.
h
#8

hankeys

22.07.2018 14:14
we know how to set the filters, but we need to see the values, so we can filter manually
m
#9

mabi

22.07.2018 14:21
+1
MF
#10

Mark Fric

23.07.2018 09:38

Status changed from New to Refused

I thought about it - this is very special request, we shouldn't extend UI to supportm specialities like this.


But it is very simple to do it by creating your own new databank column that will show half of Net profit or half or ReturnDD, or whatever else.

We'll make an example for this to the documentation.

h
#11

hankeys

23.07.2018 10:18

this is a fundamental requirement for the community. Without it, we are not able to quickly filter strategies when performing MC tests


filters or rankings do not help us because we have to know how much that percentage is going to be. But I just do not know and sometimes I will want to filter 60% of the original, sometimes 40% ...

h
#12

hankeys

23.07.2018 10:30

Attachment column.jpg added

we've been filtering this manually or using python scripts in the old SQ for three years, but it's such a simple task


a hard-set column that will divide these two values and show me a percentage

MF
#13

Mark Fric

23.07.2018 10:37
as I wrote, if you want to display just simple divide of one column from another, it is possible to do it in SQ X by adding your own custom databank column. We'll prepare an example for it into the new build.
h
#14

hankeys

23.07.2018 10:43
superb
h
#15

hankeys

29.07.2018 17:50
could you describe how to add the column in RC7? thx
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