Building block statistics

When targeting a specific trading type on a specific instrument you can clearly see that for any given combination only a handful of building blocks/combinations is useful. It would be great to have some statistics of usage of the building blocks that are used for strategies that have passed the given ranking criteria. For example if I select 130 building blocks and built 1000 strategies that have passed my rankings and are now in my databank, I would like to see dominant building blocks and their statistics in a list e.g.:

1. ATR (x825 times used)
2. BB (x233 times used)
3. TEMA (x 565 times used)
4. Daily close (x765 times used)
etc...
etc...

This could be also done on the 'databank level', where we could load strategies and push the button to calculate building block statistics.


Attachments
No attachments
  • Votes +5
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None

History

Kc
#1

coensio

22.11.2019 13:27

Task created

Kc
#2

coensio

22.11.2019 13:27
Voted for this task.
Rr
#3

Partizanas

22.11.2019 14:14
Voted for this task.
t
#4

tnickel

24.11.2019 07:24
Voted for this task.
IH
#5

clonex / Ivan Hudec

28.11.2019 19:20
Voted for this task.
MF
#6

Mark Fric

26.10.2020 11:16

Status changed from New to Archived

d
#7

Hamselv

02.02.2023 10:03
Voted for this task.

Votes: +5

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please