When optimizing strategies and viewing the "Tabular" results tab, I would like to filter out (or hide) rows that resulted in periods of large losses. Is there a good way to do this within WealthLab?
For now, I generally run a backtest with each individual row in the "Tabular" tab, so that I can see the "Periodic Returns" for each week or month in the individual "Backtest Results". But this can be rather slow and tedious, so I'd love to just skip those optimization settings from the get-go, if possible.
For now, I generally run a backtest with each individual row in the "Tabular" tab, so that I can see the "Periodic Returns" for each week or month in the individual "Backtest Results". But this can be rather slow and tedious, so I'd love to just skip those optimization settings from the get-go, if possible.
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When optimizing strategies and viewing the "Tabular" results tab, I would like to filter out (or hide) rows that resulted in periods of large losses. Is there a good way to do this within WealthLab?
You can vote for this feature request:
https://www.wealth-lab.com/Discussion/Filter-optimization-results-6482
Thanks, Eugene, I've just done so.
Is it currently possible to access the content of the rows shown in the "Tabular" section by extending OptimizationVisualizerBase? If I could just loop over that list of optimization results in C#, it would give me everything I need. Even if all I could do is print specific run numbers in the debug log, that would be sufficient.
Is it currently possible to access the content of the rows shown in the "Tabular" section by extending OptimizationVisualizerBase? If I could just loop over that list of optimization results in C#, it would give me everything I need. Even if all I could do is print specific run numbers in the debug log, that would be sufficient.
Good idea. Your custom optimization visualizer (OV) is passed on a StrategyOptimizer instance in Populate(). Looping over the list of OptimizationResults (stratOpt.Results) in your OV you can process the entries selectively (skipping some rows for example) while adding them to e.g. a GridView.
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