- ago
In the optimization parameters, there are many different indicators, a good half of which I do not need. Make it possible to choose which indicators to calculate.
Thus, if I do not need all sorts of Sharpe, Sortino, etc., for example, the calculation would be much faster.

Well, if for example I need to calculate only the profit, drawdown and recovery factor, then I think in this case a lot could be disabled. Give the opportunity to choose.
If there are dependent parameters, then specify it, make it so that you can see what will cause disabling a particular calculation parameter.
1
954
Solved
5 Replies

Reply

Bookmark

Sort
- ago
#1
While it sounds good on the surface, I believe this may be hard to reach from a technical perspective. The fact that you don't need an optimization metric doesn't mean that it's not calculated behind the scenes anyway!

1. In the Basic Scorecard, calculations are just grouped together and are processed sequentially.

2. Since the Extended Scorecard (from PowerPack) contains more metrics, sequential processing is not a bottleneck. They are optimized for parallel processing on multi-core CPUs. However, some metrics may still depend on other metrics and this is beyond user's control.

Also, such fine grained selection might overload the optimizer's GUI with checkboxes.
0
- ago
#2
Completed in build 13!
https://www.wealth-lab.com/Software/ChangeLog
0
Glitch8
 ( 12.08% )
- ago
#3
not exactly. although you can choose metrics now, all metrics are still calculated so the design does not save and cpu as the original poster is suggesting.
0
Best Answer
- ago
#4
So basically, one needs to code a "custom" ScoreCard extension, which only includes the salient metrics, to save on CPU time. That now makes sense if all these metrics are multi-threaded to take advantage of all the processor cores in the CPU. I didn't realize ScoreCard extensions were multi-threaded--interesting.

Thanks for that clarification.
0
Glitch8
 ( 12.08% )
- ago
#5
The Basic ScoreCard is not multi-threaded, although Eugene's Extended ScoreCard is.
1

Reply

Bookmark

Sort