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Suggestion: Parameters and/or Notes

Hi All,

When running tests, we ran them and then change some (internal) parameters, then run again and etc...
But after several runs we are not able to say what values we have used when check back results for comparison.
It seems to me that would be beneficial if we have ability to do something like this:
- ability to add/edit a note to the results
- ability to define parameters that we use in the algorithm and have their values shown on "Overview" tab

E.g.: have a public member (might default to null) in class QCAlgorithm, that holds our parameters which then can be listed (by Reflection) in the "Overview" windows. And we can inherit from this class and add our parameters used in the algorithm.
e.g. abstract class QCAlgorithmParameters {...}
and then defined below
class QCAlgorithm
{
public QCAlgorithmParameters Parameters;
...
}

public override void Initialize()
{
......
MyAlgParameters par = new MyAlgParameters(); // where MyParameters inherits from QCAlgorithmParameters
par.duration = 10;
par....
this.Parameters = par;
}

Or may be there are better solutions of the "Parameters" problem.

My guess is that many are facing similar issue and would support this addition (prioritized accordingly of course).

Thanks
Nik
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Thank you Nik! :) We broadly class this as the Optimization feature - and it will allow tuning of parameters over a range. It should be completed by the end of January and it will have a dedicated result page where it shows 100+ curves as one backtest, and highlights the best one.

A "Parameters" object would be a nice standard way of defining this though so we'll keep it in mind for the design sessions :)
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


PS: Simply adding notes to backtests could also be good. This is much much simpler to implement so we can roll it out this week without issue.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


I typically just use a lot of logs, so I haven't really had this problem. But if it is possible, it would be nice to see the running log while a backtest is calculating. It would save time being able to cancel the backtest if an obvious mistake arises.
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For that purpose I'd recommend Debug("Message") @Kevin. Debug sends the messages to console instantly, but is slightly slower since sending the messages takes time.
0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


@nik great ideas.
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I'd like to see notes added to backtests. Once I do more than 3 or so I tend to take notes on my own machine with varying levels of success :)
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Hi guys! I developed new features for you :D

Watch the thread here
1

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


You go Gustavo! Thanks!
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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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