Required performance metrics are missing in my Scorecard
Author: DenisPolezhaka
Creation Date: 2/22/2020 5:45 PM
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DenisPolezhaka

#1
Eugene, good evening!
Happy February 23!
1. In WL I saw that a new version 6.9.23 was released. I bought version 6.9.15.
Please tell me how can I upgrade my old version 6.9.15 to the new version 6.9.23? Is this update paid? If so, how much does it cost?
2. When using version 6.9.23, it became possible to increase the speed of strategy optimization using BTUtils For Wealth-Lab. It is very good. Before, a lot of time was spent waiting for testing strategies. It was painfully long and tedious. Now everything will be different. Thanks for this revision.
Please tell me if BTUtils For Wealth-Lab should I buy separately or is it built into WL version 6.9.23 for free?
3. WL version 6.9.23. Optimization-Result.
a. In this version it will be possible to set filters for selecting parameters? For example, APR show from 40 and above, Trades from 500 and above, Graal Metr from 80 and above, and so on?
b. Will it be possible to independently swap the columns? For example, move the Graal Metr to the place of the first column, APR to the place of the second column, Trades to the place of the third column, and so on?
c. Optimization-Optimization Control. We optimize the Optimization Method-Genetic and Optimize-MasterGroup-ScoreCard strategies. After optimizing the strategy in Optimization-Result, we get a table. The table contains the following columns: Symbol, Strategy Parameters, Graal Metr, Trades, APR, Max DrawDawn%, MAX koff, RS, RF, M-Sharpe Month, Q-Sharpe Quarter, Avg-Sharpe, M-% Profitable, Q- % Profitable, Avg-% Profitable, TWR, Wealth-Lab Score, Exposure, CountNewHighEqv, Winning trades%, Avg Profit%.
i. The menu has Drawdown. There are two graphs in Drawdown - the first Drawdown% graph, the second Number of Bars graph.
The maximum value from the Drawdown% graph is in the Optimization-Result table and corresponds to the Max DrawDawn% column.
The column with the maximum value from the Number of Bars graph in the Optimization-Result table is missing.
It is required that the maximum value from the Number of Bars table also be added to the Optimization-Result table. How to do this in version 6.9.23 and version 6.9.15?
ii. The menu has Performance. Performance has a Profit Factor line with a value.
The column with the Profit Factor value in the Optimization-Result table is missing.
It is required that the Profit Factor value be also added to the Optimization-Result table. How to do this in version 6.9.23 and version 6.9.15?
iii. The menu has Performance. Performance has a Payoff Ratio string with a value.
The column with the Payoff Ratio value in the Optimization-Result table is missing.
It is required that the Payoff Ratio value be also added to the Optimization-Result table. How to do this in version 6.9.23 and version 6.9.15?
iv. The menu has Performance. Performance has a line of Max Consecutive Winners with a value.
The column with the Max Consecutive Winners value in the Optimization-Result table is missing.
It is required that the value of Max Consecutive Winners be also added to the Optimization-Result table. How to do this in version 6.9.23 and version 6.9.15?
v. The menu has Performance. In Performance, there is a Max Consecutive Losses line with a value.
The column with the Max Consecutive Losses value in the Optimization-Result table is missing.
It is required that the value of Max Consecutive Losses be also added to the Optimization-Result table. How to do this in version 6.9.23 and version 6.9.15?
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Eugene

#2
Hi Denis,

That's a lot of questions for one topic, and they are very unrelated. Maybe it's convenient for you to put everything into one topic without any pagination but not for us technicians. I appreciate that you adopt the "one question one topic" approach for your future postings. Thanks.

As the idea of your lengthy topic is not "Update version 6.9.15 to version 6.9.23", I've renamed the topic's title to better match its gist.

QUOTE:
1. In WL I saw that a new version 6.9.23 was released. I bought version 6.9.15.
Please tell me how can I upgrade my old version 6.9.15 to the new version 6.9.23? Is this update paid? If so, how much does it cost?

You'll find it answered in the FAQ: How do I upgrade Wealth-Lab Developer to a new build?

Please get used to checking the Wiki (our Knowledge Base) as it contains a lot of answers to frequent questions and problems.

QUOTE:
2. Please tell me if BTUtils For Wealth-Lab should I buy separately or is it built into WL version 6.9.23 for free?

The BTUtils software is paid software developed and distributed by a third party. No, it's not included with WL.

QUOTE:
a. In this version it will be possible to set filters for selecting parameters?
b. Will it be possible to independently swap the columns?

No to both.

QUOTE:
We optimize the Optimization Method-Genetic and Optimize-MasterGroup-ScoreCard strategies. After optimizing the strategy in Optimization-Result, we get a table. The table contains the following columns: Symbol, Strategy Parameters, Graal Metr, Trades, APR, Max DrawDawn%, MAX koff, RS, RF, M-Sharpe Month, Q-Sharpe Quarter, Avg-Sharpe, M-% Profitable, Q- % Profitable, Avg-% Profitable, TWR, Wealth-Lab Score, Exposure, CountNewHighEqv, Winning trades%, Avg Profit%.

Sorry, I have no idea what Scorecard you're using but it's clearly not developed by us and not supported by us (MS123 LLC). It's been a while since I looked at BTUtils but if it's part of it you're better off asking its developer directly.

QUOTE:
It is required that the maximum value from the Number of Bars table also be added to the Optimization-Result table. (...)
ii. The menu has Performance. Performance has a Profit Factor line with a value. The column with the Profit Factor value in the Optimization-Result table is missing. (...)

Performance Visualizers and (Optimizer) Scorecards are different, independent entities. One doesn't have to reflect the other like a mirror. Wealth-Lab's architecture is very extensible so it benefits from extending it via plugins (extensions). The MS123 Visualizers extension library also includes MS123 Scorecards which contain many performance metrics that you won't find in other Scorecards. One example is the metric you asked for - Max Consecutive Losses.

Some helpful links:

Performance Visualizers library (install)
MS123 Visualizers (Wiki)
MS123 Scorecard (Wiki)

The others like Profit Factor and Payoff Ratio can be found in the built-in Basic / Extended Scorecards. If you don't find it inside a "Optimize-MasterGroup-ScoreCard" then try to contact its developer as this is not our product.

P.S. Something else to keep in mind when certain performance metrics suddenly are missing from either Scorecard or Performance+:
FAQ > Why Sharpe ratio is not provided in Optimization Results?

Have a great weekend.
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