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Suggestions And Feature Requests / Compute portfolio performances based on different slots number and sort fields
« Last post by JackBeach on July 17, 2022, 10:43:07 am »Hello, Karel,
I've been intensively playing with the backtester, which is truly amazing. So, big Kudos to you!
I think, there is a way to improve even more the efficiency of the backtester, in order to make it faster for the user to take a decision.
Here is a concrete use-case, and what I have in mind to make PTL backtester even better than what it already is: I've created a portfolio comprised on 20 pairs, but I want to automatically generate all the different combinations possible in term of slots number (10, 11, 12, and so on...) but for each result, I would like to be able to sort them based on two sort fields: Max drawdown and/or Sharpe Ratio, preferably in the descending order
Is it something that you think could be implemented?
I've been intensively playing with the backtester, which is truly amazing. So, big Kudos to you!
I think, there is a way to improve even more the efficiency of the backtester, in order to make it faster for the user to take a decision.
Here is a concrete use-case, and what I have in mind to make PTL backtester even better than what it already is: I've created a portfolio comprised on 20 pairs, but I want to automatically generate all the different combinations possible in term of slots number (10, 11, 12, and so on...) but for each result, I would like to be able to sort them based on two sort fields: Max drawdown and/or Sharpe Ratio, preferably in the descending order
Is it something that you think could be implemented?