Is there a way to backtest each symbol in a DataSets from a single strategy window?
I would like each symbol to run in parallel like Portfolio Backtest mode.
I backtest 50 ~ 100 symbols on WL6 and it's a lot of hassle to select the window and the tab to click [Begin Optimization] for each symbol.
I would like each symbol to run in parallel like Portfolio Backtest mode.
I backtest 50 ~ 100 symbols on WL6 and it's a lot of hassle to select the window and the tab to click [Begin Optimization] for each symbol.
Rename
Correct me if I'm wrong but this sounds like running a backtest on each symbol in Raw Profit mode? This is not supported in WL7 anymore.
On WL6, I don't use Raw Profit mode but I use Portfolio Simulation mode with WealthScript Override (SetShareSize) because the share size is controlled based on the maximum allowed loss and stop loss.
In WL6 you can optimize individual symbols sequentially in Raw Profit mode, not with WealthScript override selected. Is this what you're trying to achieve? Such optimization is not possible.
I'm just trying to understand your question but it seems totally unclear. What does it mean to backtest each symbol in a DataSet from a strategy window? Backtest a strategy, then click on a symbol from any DataSet to rerun it on that symbol.
I'm just trying to understand your question but it seems totally unclear. What does it mean to backtest each symbol in a DataSet from a strategy window? Backtest a strategy, then click on a symbol from any DataSet to rerun it on that symbol.
In WL6, I have to optimize individual symbol on individual strategy window because I have to use WealthScript override.
In WL7, I would like to optimize individual symbols sequentially with WealthScript override selected (or equivalent method in WL7).
In WL7, I would like to optimize individual symbols sequentially with WealthScript override selected (or equivalent method in WL7).
I doubt that you could optimize individual symbols sequentially because there is no Raw Profit mode anymore.
P.S. The SetShareSize equivalent can be found in the updated WL6 QuickRef:
P.S. The SetShareSize equivalent can be found in the updated WL6 QuickRef:
CODE:
Transaction t = PlaceTrade(bars, ..., t.Quantity = numShares;
Is there a plan for a raw profit mode in the future of WL7?
No, we won't be seeing a completely new "Raw Profit" mode, it's too cumbersome to maintain and makes things more confusing. But we carried over the most important metric, Profit per Bar, in the Metrics report.
What is the idea of this one? I can set a huge starting capital and a small position size that can let me simulate single ticker backtest.
Extra features I need are
this one: https://www.wealth-lab.com/Discussion/Visualize-the-equity-and-other-metrics-separately-on-a-by-symbol-basis-5605
and some more metrics in results tabular mode.
Extra features I need are
this one: https://www.wealth-lab.com/Discussion/Visualize-the-equity-and-other-metrics-separately-on-a-by-symbol-basis-5605
and some more metrics in results tabular mode.
I'm not interested in "Raw Profit" mode but my feature request is very simple.
I just want to run the optimization against a set of symbols, not as a portfolio but as per symbol.
This is often used optimization method in other trading platform.
I just want to run the optimization against a set of symbols, not as a portfolio but as per symbol.
This is often used optimization method in other trading platform.
@kazuna
Since you've created a feature request for this (below), can we close this topic?
https://www.wealth-lab.com/Discussion/Start-optimizations-at-once-6483
Since you've created a feature request for this (below), can we close this topic?
https://www.wealth-lab.com/Discussion/Start-optimizations-at-once-6483
I seems like my attempt to promote my feature request failed)).
Eugene,
I still prefer single optimization window to optimize a set of symbols, thus this feature request.
The other request is a plan B for this request. If this request is not acceptable, the idea for the other request is to make the multiple optimization window a little easier to start optimization. It's still a lot of hassle to manage multiple optimization window (imagine if you have tens or hundreds of symbols to optimize for a strategy).
I still prefer single optimization window to optimize a set of symbols, thus this feature request.
The other request is a plan B for this request. If this request is not acceptable, the idea for the other request is to make the multiple optimization window a little easier to start optimization. It's still a lot of hassle to manage multiple optimization window (imagine if you have tens or hundreds of symbols to optimize for a strategy).
This topic looks like a single-user customization to me which is, frankly, a suboptimal approach to the product development.
And I don't understand your need for a batch (yet independent) optimization of dozens or even hundreds of symbols in one strategy window. As you can see, this simply does not align with the concept of Wealth-Lab 7 which is centered around a DataSet (portfolio). IMHO it may be trying to make it do what it wasn't designed for.
Notice how this design is implemented in the Strategy Monitor which lost the ability to execute strategies on individual symbols.
And I don't understand your need for a batch (yet independent) optimization of dozens or even hundreds of symbols in one strategy window. As you can see, this simply does not align with the concept of Wealth-Lab 7 which is centered around a DataSet (portfolio). IMHO it may be trying to make it do what it wasn't designed for.
Notice how this design is implemented in the Strategy Monitor which lost the ability to execute strategies on individual symbols.
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