I am going to test ScoreCard. Before I download I wonder if how much the speed for calculations are reduced?
Any numbers?
Any experiences?
The features are just amazing!
VK
Any numbers?
Any experiences?
The features are just amazing!
VK
Rename
The metrics of the finantic.ScoreCards ar calculated "On Demand" i.e. only if needed.
If you select "Basic ScoreCard" there is no performance penalty for the other ScoreCards. They take some CPU when selected only.
During Optimization (and even Walk Forward Optimization) only the requested selected metrics (see Preferences->Metric Columns) are calculated.
The LogViewer shows the execution time for each metric as it is calculated, it is about some 10ms for "Formula ScoreCard" metrics, which involve on the fly compilation and execution (!).
The only thing which is noticeable slower is "Compare Tool" because it calculates *all available metrcis* for later comparisons. This adds a few seconds at the end of an backtest - which are worth it!
If you select "Basic ScoreCard" there is no performance penalty for the other ScoreCards. They take some CPU when selected only.
During Optimization (and even Walk Forward Optimization) only the requested selected metrics (see Preferences->Metric Columns) are calculated.
The LogViewer shows the execution time for each metric as it is calculated, it is about some 10ms for "Formula ScoreCard" metrics, which involve on the fly compilation and execution (!).
The only thing which is noticeable slower is "Compare Tool" because it calculates *all available metrcis* for later comparisons. This adds a few seconds at the end of an backtest - which are worth it!
It all depends on the components used. Here are mine:
LG-GRAM-17
11th Gen Intel(R) Core(TM) i7-1165G7 @ 2.80GHz 2.80 GHz
16,0 GB (15,7 GB verwendbar)
64-Bit-Betriebssystem, x64-basierter Prozessor
Windows 11 Home
LG-GRAM-17
11th Gen Intel(R) Core(TM) i7-1165G7 @ 2.80GHz 2.80 GHz
16,0 GB (15,7 GB verwendbar)
64-Bit-Betriebssystem, x64-basierter Prozessor
Windows 11 Home
I have a very old machine with 4 cores @3GHz.
This means, the approximate estimates given above should come out even better on current hardware.
Generally speaking: The ScoreCards don't add to the run times of WL7 significantly/noticeably.
This means, the approximate estimates given above should come out even better on current hardware.
Generally speaking: The ScoreCards don't add to the run times of WL7 significantly/noticeably.
You are right, it is extremely fast. What I was hoping to find is the Average Percent Profit Per Trade Per Bar
On long trades:
((ExitPrice - EntryPrice) / EntryPrice)*100 / number of bars in trade
Any idea how to get it?
On long trades:
((ExitPrice - EntryPrice) / EntryPrice)*100 / number of bars in trade
Any idea how to get it?
I'd do the "Average Profit per Bar in a Trade" like this:
The formula you mentioned calculates avarege Profit in Percent per bar in Trade for one Position
The Formula Metric above calculates the average of these numbers over all trades.
The formula you mentioned calculates avarege Profit in Percent per bar in Trade for one Position
The Formula Metric above calculates the average of these numbers over all trades.
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