Click here to Login








Average Output Per Year

by The trader, 5376 days ago
Share |






I have just uploaded a rules analyzer metric script, which can be found here: Output metric for each trading year. This script produces several metrics, one for each trading year.
The current script creates only one metric, which is the average 'output per bar' for all years. The metric is not the same as the default 'Output per bar' metric, which sums up all outputs then divides the results by the sum of all holding period.

The current metric calculation is as follows:
- Create an 'output per bar' value for each trading year (for the analysis period)
Example: from 2007 to 2009, three values will be calculated, one for 2007, one for 2008 and one for 2009.
- Average the above values.
Example: 'output per bar' for 2007 is 12.2%. 'Output per bar' for 2008 is 8.1% and 'output per bar' for 2009 is -6%

The result, which is what this script returns, is 4.77% -> (12.2 + 8.1 - 6) / 3

This simple measure, I think could be more helpful than the default ' Output per bar' calculated by QuantShare, especially if as me you are using the rules analyzer as a first step to select buy rules to include in a trading system.


Share This ->
Share |


You have to log in to bookmark this object
What is this?




Type: Rule Metrics

Object ID: 285


Country:
All

Market: All

Style:
Technical Analysis

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects

Empty

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

How to simulate options strategies

Organizing Trading Objects

Creating a download item: Initial Jobless Claims

How to search for a download item

Trading orders - Part 2

Trading Orders - Part 1

The average maximum drawdown metric

Introduction to the trading rules analyzer

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.