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                                                   Combining Trading Systems

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Dave W.
2014-02-15 04:05:11


I love the idea of the combined trading system feature. Very cool.

When using it, though, it would be great if in the combined report trade log, you could add a column to show which system generated each signal. That would be a big help.

Thanks,
Dave



Dave W.
2014-02-15 04:11:46



Oops. Forgot one thing.

It would also be super-helpful if you could add something, preferably a matrix, to show daily, weekly, monthly, and yearly correlations across the systems!



QuantShare
2014-02-15 12:22:13



Thanks for the suggestions Dave


clonex
2014-02-15 13:04:18



What im missing is to have an option to set fixed minimum number of combinations.
When i add 15 systems i want see combination only all of them.
Thanks,

Clonex



QuantShare
2014-02-17 13:13:06



Clonex, not sure I am following you here. What exactly do you mean?



clonex
2014-02-17 13:17:57



When i add 8 systems QS compute every possible combination. It takes lot lot of time.
But often i want to have simple one combination of all systems ...
Clonex



Dave W.
2014-02-17 17:47:09



I've noticed the same thing as Clonex. It would be nice to have the option to run an exhaustive combination of systems, and also the option to only run a single combination. For example, if you add systems 1, 2, and 3 to the combined trading systems tool, an exhaustive combination would be what the tool does today - it runs through every possible combination of the 3 systems. It would be nice to have a flag to only run just a single combination (i.e., one combined result) of systems 1, 2, and 3.


QuantShare
2014-02-18 12:48:29



Ok, will do it.


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