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                                                   How to Debug a Strategy using data variables values by day by Ticker

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swalk10
2014-07-19 00:03:29


Coming from the Am broker & Trade Station worlds, I am striving to convert to Quantshare due to it%u2019s the amazing features, and,
I am struggling to figure out some basics.

For example, I am used to being able in strategies to take every variable and step, and quickly write it out the values to the screen,
such that I can test each variables value by date/time and by ticker.
In this way, one can be certain regarding the intermediate steps values, etc., system flags, buy / sell signals, etc.

How is this best done in Quantshare?

Thanks!



QuantShare
2014-07-19 01:25:15

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Please give me an example


swalk10
2014-07-19 14:07:19

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An example:
In AmBbroker, you can simplly insert Addcolumn statements next to each variable, and the automatically output to a table format, just like below (although in grid structure), which each time slice value then easily tracked and also quickly put into Excel if useful.

I know Quantshare has cool Grids and Pivot functions, and I know you support Addcolumns in other areas; how can I output this information as I build and test a strategy, as the documentation implies addcolumn does not work within strategies?

Date Ticker Close RSI3 SDV MACross State1 Buy Sell
7/1/2014 AAPL 400 30 17 1 2 1 0
7/2/2014 AAPL 430 70 22 1 2 0 1

Thanks so much for your excellent development work.
Scott



swalk10
2014-07-19 14:09:06

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PS - to clarify - the information after date/ticker- which did not format well, in the "table" are user variables.


swalk10
2014-07-19 19:03:11

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Alex Horn was kind enough to point how the power of using the screener to accomplish what i wanted to see written to grid.

I would add that is more natural and would be of great power and benefit to see that addcolumn grid output directly available inside the system simulation module, especially if it could include system state variables (cash, equity, open positions, buy signals, etc.).

Thanks



QuantShare
2014-07-20 21:45:43

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Note that you can add custom metrics and time series in the simulation report using the money management script.



swalk10
2014-07-20 22:26:29

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OK, that would help. Let me dig into that. Thanks much.


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