Extra Performance Visualizers: Analysis Series + Monte Carlo visualizer
Author: Eugene
Creation Date: 7/17/2009 9:27 AM
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Eugene

#1
Extra Performance Visualizers is a new Performance Visualizer library - a Community.Visualizers spinoff that currently contains Analysis Series.

Analysis Series has the following improvements from its previous version:

Fixed:
* The histogram bins now properly correspond to the horizontal axis of the graph plot!
* Improved look


Download link

Note: If you have installed Community.Visualizers before, an upgrade of it is required for full compatibility.
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Eugene

#2
WealthLab.Visualizers.Extra, containing Monte-Carlo Lab and Analysis Series, updates to version 2010.05.

Monte Carlo
* Fixed: unhandled exception (input string was not in a correct format)

Analysis Series

* Added: toggle to dollar amounts from percentages (requested for backtesting futures)
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abegy

#3
I would like to know if you have any plan to offer an extra performance visualizer by period or are you waiting the implantation of Report Lab ?
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Eugene

#4
What is that "extra performance visualizer by period", how is it different from the built-in By Period visualizer, and what does it have in common with "Analysis Series" or "Monte Carlo"? Also, as I seem to be totally missing the point, could you kindly point to its announcement, discussion or promise?
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abegy

#5
Sorry. I confirm that it was a mistake. I found what I was looking for.
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Eugene

#6
Christos asks:
QUOTE:
I have been using WL on another machine and I had succesfully installed and using extra performace visualisers. I have now transfered WL to my laptop and although the installation of the extra performance visualisers is performed without a problem I can't see the extra visualisers in the preferences/Performance Visusalisers menu. I have installed the 64bit WL version and I have .NET 4 installed. How can I solve the problem?

Do I have to roll back to .NET 3.5? If yes how do I do that?

No, there's no need in a rollback because .NET 4.0 already encapsulates all previous frameworks including their cumulative updates (e.g. .NET 3.5 SP1). You must restart Wealth-Lab in order to complete installation of extensions and to be successful, that process should go smooth i.e. no Extension Agent error messages. If you see them please follow this KB article: Errors installing/updating Extensions
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Eugene

#7
Extra Performance Visualizers has been updated to version 2012.03.

Important!

1. WLP/D Version 6.3 compatibility release

If you want to continue using "Analysis Series", it's required that you update the library to its latest version. ALL previous versions of this visualizer will not work in WL 6.3, will generate an exception message and will unload.

Consequently, library v2012.03 is NOT backward compatible. Do not update if you plan to roll back to WLP/D Version 6.2 (or lower) because it will not work there (or perform a backup).

2. What's changed in Monte Carlo visualizer:

* Multi-Core support was temporarily removed due to a potential thread-safety issue when building the equity curve that can lead to erratic results.

* New option for Same Date Scramble. For more details please visit this thread: Monte Carlo Q&A thread
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Eugene

#8
Extra Performance Visualizers has been updated to version 2014.11.

What's new:

* Analysis Series: added display of the number of trades that pass through the filter for each bin
* Possible to install in WL 6.6 and above.
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Cone

#9
Clarifying the update with an example, consider the following image:



It shows that at points A and B, essentially the same trades were used for the Avg. Profit % when RSI was above 0 or 20, respectively. However, at point C (RSI above 50), avg profit % was almost the same, but with fewer than half the trades at point B. In other words, if you filtered trades below RSI 50, then you'd reduce profit by over half since you'd be reducing the number of trading opportunities. Finally, point D is now clearly an outlier since only 2 trades averaged for a much greater % profit.

Analyzing only this particular graph tells me that filtering any trades based on RSI would adversely affect system profit. Without graphing the trades, you may interpret the histogram differently.
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LenMoz

#10
I can't install it. Extension Manager doesn't offer to upgrade my 2012.03 revision ("Update Now" is grayed out). Should I Uninstall and start from the web site?
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Eugene

#11
Yes, or you probably can simply switch to "Other" from "Fidelity Supported".
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LenMoz

#12
1. When I uninstalled Extra Performance Visualizers(EPV), it also deleted ZedGraph.dll, so lots of other components failed (PSO, for one). That's not good. Since I reinstalled EPV, ZedGraph was also reinstalled. The reinstall of ZedGraph only happened because of the reinstall of EPV.

2. The uninstall list also included System.Threading.dll, but the re-install did not put that one back. Might I have problems from that?

3. The bigger issue is that an uninstall removes common components without checking if they're needed elsewhere.

(EDIT)Maybe the root cause was that EPV had been on my "Fidelity Supported" tab. Now it's on my "Other" tab.
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Eugene

#13
1. (Very) old build's known limitation. Already fixed. This build won't uninstall shared components.

2. No.

3. Most all recent extension builds are not affected by this known limitation at least since 2013. As a general rule, do not uninstall extensions. It's not needed at all.
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Eugene

#14
Extra Performance Visualizers has been updated to version 2015.05.

What's new:

Fix: (Monte Carlo Lab) Incorrect calculation of Max DD% when Max DD and Max DD% dates didn't match
Fix: (Monte Carlo Lab) Community.Commissions were ignored (affected "IB Bundled" commission plan)
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Eugene

#15
Happy New Year to everyone!

Extra Performance Visualizers has been updated to version 2016.1.

* New: (Monte Carlo Lab) Support for PosSizers
* New: (Monte Carlo Lab) displays Drawdown and P&L in Dollars
* Change: possible to install in WL 6.8+. Requires .NET 4.5.
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abegy

#16
Hi Eugene,

Firstly, I take this opportunity to wish you an happy new year too. I hope all the best for you and the Wealth-Lab team ! For sure, you are the best support team in the world.

I have downloaded the new version of the extension to try to find the new feature "Support for PosSizers". Where is it ? How can we use it ?
Sorry for this basic question but I haven't find it :-(.
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Eugene

#17
Hi Alexandre,

Thank you for the kind words. May the new year be great to you too.

"Support for PosSizers" simply means that MCL will pick up your PosSizer, if applied, and run the simulation with it. Previously it wasn't able to apply custom PosSizers (e.g. "Percent Volatility" etc.) Please note that it's expected that if a custom PosSizer is applied, MC simulations will run somewhat slower compared to the built-in position sizing methods like Percent Equity due to added overhead.