Analysis bench - optimize parameters (advanced)

Once you have finished an optimization run or individual instrument runs you might find it useful to sort the results bye different filters, for example max total profit, lowest drawdown etc. There is a ranking tool where you can set the filters you want to use. The steps to set up the sorting environment are:

1. Select a project that has run all its jobs

2. Click  (Add results)

3. Sort by selected columns or series of columns

4. You can change the layout whenever you want and repeat point 2 and 3

You can also change the column order using drag and drop while not in editing mode. In editing mode, you can save your layout to be used later for this particular project or as default setting. 

1.

We assume the optimization has been run. To open the ranking tool click on the button shown:

A dialog opens as shown below. First step is to click Add 

 öppnas enligt nedan. Första steget blir att Add results from the simulations using the button marked as "1". Check the box marked "2" below to open the list of available filters. Click Edit layout if you want to add or remove columns. once finished click Save.

2.

In the example below we have selected Drawdown as a sorting column (marked):

3.

When we have selected the columns its time to load the values into the table by clicking Read values into grid. To save the dialog layout, click Save. Uncheck Edit layout to leave editing mode.

4.

Sort by clicking each column to collect best or worst results at the top. Once you have found your favorite runs, you can check these to the left as favorites. Later you can choose to show only favorite runs.

5.

If you have checked the option Column click is sorting after columns left > right the results will be sorted by column left > right as first priority, then if two values are equal the sorting process moves on to the next column.

Back in the Analyzer dialog you will find a button to show only favorite results. This can help finding the interesting ones you want to take a closer look at. 

Analysis bench - compare projects (advanced)

A very powerful tool in the sorting dialog can be used to compare different projects with each other. You can select not only different runs within the same project, but also entirely different projects using the drop menu "Project" to include different runs from different projects to be listed simultaneously in the ranking dialog. Click Add result to load the results followed by Read values into grid. This can for example be a useful way of examining a trading strategy on different groups of instruments to verify that it has not been "over optimized" or similar. Example:

1. Project A has been optimized using the first half of LargeCap Sthlm stocks. 

2. The results are loaded into the grid.

3. We can now also select Project B which is the same strategy traded without optimazation and for the lower half of LargeCap Sthlm

4. Add the results for Project B in the same way.

5. You now have a quick and accurate view of all the results and can filter them using the different columns to compare the optimized A-project with the non optimized B-project.