Hi,

comparing the By Symbol Tab in a Strategy Simulation with teh tab Performance in WLD4:
I am missing a "Date" column.

In WLD4 I always check this colum to see if all the symbols in the DataSet were updated correctly. I cannot see how I could check that in WLD6. Therefore I´d like the By Symbol tab to show the date of the last bar of that symbol.

regards
dansmo

I guess it was removed for simplification.

QUOTE:
I cannot see how I could check that in WLD6.

Super easy: Data Manager > click on a DataSet > click "Symbol Details". (Makes sense to sort by "Updated" on large DataSets.)

Thank you for showing me this.

However, this involves 5 extra mouseclicks for every dataset that is involved in my backtest. I do not think that this is a good solution to my needs. (Think about having lots of datasets and workspaces)

Thus I would really like to see this again in the By Symbol window.

Unfortunately, it's too late to consider anything for 6.2 though we may suggest your proposed addition to the developers for later.

That would be nice.
Sounds like 6.2 is coming out soon?
Btw. does Fidelity follow a certain release pattern? Like every 6 months etc. or do they release whenever there is some certain work done?

New builds have specified business objectives, are scoped for work and manpower, and that translates to a targeted release date. There have been about 3 major releases every year ever since Fidelity acquired Wealth-Lab in 2004. This year, however, there will be only two in the June and December time frames.

QUOTE:
we may suggest your proposed addition to the developers for later.

On a second thought, the Fidelity developers removed the last date column from the By Symbol tab for the better. This serves simplification and established UI design practices. User should be aware that for data related question, he should not be looking for it in visualizers (scorecards, optimizer, you get the picture) for there's a standard tool.

QUOTE:
5 extra mouseclicks for every dataset

No, only two per DataSet. And after combining all of them in just one DataSet with Aronow software WatchList provider, all it takes just two clicks at all with Data Manager open.

QUOTE:

No, only two per DataSet. And after combining all of them in just one DataSet with Aronow software WatchList provider, all it takes just two clicks at all with Data Manager open.

This indeed might be a solution.
Does Aronow Watchliste provider follow changes to the underlying datasets?

I don't think so, but the latest version has a GUI (Data Manager tab) for editing WatchLists.

QUOTE:
I don't think so, but the latest version has a GUI (Data Manager tab) for editing WatchLists.

You are right.
If there are changes to underlying datasets the watchlist would have to be adjusted every time.

QUOTE:
On a second thought, the Fidelity developers removed the last date column from the By Symbol tab for the better.

I cannot see why leaving away one colum is an advantage. It is much more work intensive to that way. And thats just because on of this one column that is shown in other tabs anyway, i.e. Alerts.
The By Symbol tab shows any indicator that is used in the strategy, one more column really should not make any difference from the developers`perspective.

QUOTE:
one more column

Which does not fit in there. It's about letting the visualizer show a strategy performance and letting the Data Manager work with the data.

P.S. It all starts with an extra column (then comes chartscript, simulator and optimization in different windows, etc.), then you need to redesign the whole app for simplification.

Then I guess I need to write my own visualizer (again)...

edit: how do I gain access to DataSetSymbols in a Visualizer?

QUOTE:
edit: how do I gain access to DataSetSymbols in a Visualizer?

You can't but might want to try SystemPerformance.Bars instead.

How could that help me in getting all the symbols of the simulation?
How is the By Symbol tab constructed? Where does it get the information for each symbol?

QUOTE:
How could that help me in getting all the symbols of the simulation?

This property returns a list of the Bars objects that represent the symbols that participated in the backtest.

Finished it. Any interest in adding it to Community.Visualizers?

Sorry I didn't quite understand: a visualizer that displays only the Updated column for the list of symbols included in a backtest?

Yes. Thats exactly what I was looking for.
Solution via DataSet and/or WatchList procider as suggested above is not a solution.
So I just build a visualizer showing symbol/date.

Thank you, I don't find appropriate to include it in MS123 Visualizers.

I hope this is the right place for this. I am interested in changing or adding to the available
columns in the "By Symbol" Tab that you get after running a strategy. I am interested in
percentages rather than actual amount of profit or profit per bar or average profit per
percentage per trade and also adding information like standard deviation, or Sharpe Ratio
for each symbol on this list. Is there a way to do this?
Thanks.
Rich Man

Adding/changing an existing Fidelity visualizer like the "By Symbol" is out of the question (for any practical purpose) but when appropriate, we might consider approaching it from the MS123 Visualizers side. From my viewpoint, "percentages rather than actual amount of profit" is what the Contribution visualizer already displays:

Contribution pie chart

"Average % Profit per Bar" (per symbol) sounds like it has the potential to be added to the Contribution visualizer (marked for later). It's not clear to me how one would calculate standard deviation and Sharpe for each symbol (have to build the equity curve for a symbol first), so I'm skipping this.

As an alternative, motivated developers can build custom "By Symbol+" visualizers from scratch using Wealth-Lab Version 6 (.NET) Development Guide.

"Average % Profit per Bar" (per symbol) will be added to next version of MS123 Visualizers > Contribution.

Hi
I thought I had stumbled on a treasure trove, looking at the By Symbol Visualiser. I was thinking that the dataseries values shown, were the average dataseries values at the time of each trade entry.

I could then use those values in machine learning to uncover useful correlations.

However, I then saw in the User Guide that the values shown are just the final values for each symbol, i.e. as at the last bar of the whole test.

1. Is that true, the values for each dataseries in the By Symbol visualiser are just the last values for the whole testing period?

and

2. Is there any way to get the average values (eg average RSI(45)) for each symbol for each time a trade is placed?

Thanks and best regards

Rod

Hi,

1. The User Guide doesn't lie about it. ;)

2. Of course. But that's outside the scope of this discussion.

Hi Eugene

Thanks as always for the quick answer.

1) :) cheers

2: I would love that discussion. Where do you want me to post the question please?

Thanks
Rod

2. See User Guide: Preferences > Performance Visualizers > Analysis Series

If you have any questions about that, just start another topic in this forum.

Thanks

-> Analysis Series feature requests