[Build 119] Fitness score column for Main Data

Hello,



I'm trying to create a custom View for the strategies databank that is specific to the Main Data, not the Portfolio. It doesn't appear that I have any other data options for these columns other than the Portfolio. Can this be added?


Thank you,



Ryan

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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

RH
#1

rhartstein

27.03.2019 23:04

Task created

KL
#2

kainc301

27.03.2019 23:33
You mean like this ? https://screencast.com/t/wt2ozSdu


You should be able to create any view you want for whatever data you're looking at


RH
#3

rhartstein

28.03.2019 00:19
keinc301,


Correct, I have been creating custom views that way. But you'll notice once you try to configure columns for the Equity Channel and Fitness, the only backtest you can use for the Fitness is the Portfolio. "Main Data" is not available. I'm trying to create a view that's specific to the Main Data, where every column would pertain only to Main Data.


This seems even more pertinent since usually the GA's fitness function is being applied to the Main Data's fitness, not the Portfolio's fitness.


Ryan

RH
#4

rhartstein

28.03.2019 00:20

Subject changed from [Build 119] Fitness score / Equity Channel columns for Main Data to [Build 119] Fitness score column for Main Data

RH
#5

rhartstein

28.03.2019 00:21
Small correction - it appears that for the Equity Channel you can choose between Portfolio & Main Data. So it's only the Fitness column that is restricted at present to the Portfolio.
TT
#6

Tamas

09.04.2019 09:45

Status changed from New to Fixed

Attachment fitness.jpg added

Only one fitness is computed for every strategy (Ranking->fitness setting)


I will remove the part with (Portfolio) from the Fitness column name.


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