Performance Tab: Padding Bars
Author: swuzy
Creation Date: 4/10/2015 9:34 PM
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swuzy

#1
Performance Tab is very helpful.

However I wonder as to its defaults and whether it might be improved with some optional settings.

For example, if you are playing around with the triple moving averages, and the long MA is 200 daily bars, you have need to set at least a 200 bar leader, during which time nothing is actually being traded.

So if you set two year test (about 480 bars, about 41% of the period is actually inactive padding. So the annualized amounts are probably very much off, assuming it is calculated from Bar 1 to Bar 480, as being a two year period.

Assuming that Performance Tab does not automatically eliminate the advance padding bars from its calculations, there should be an option to calculate Performance Tab figures by eliminating the padding bars from its time frame for such calculations (as for annualized rate of growth, etc).

Such corrected calculations should not merely start from the first trade, as that may be a function of the strategy, but it should start after the advance padding bars.

Please let me know if Performance Tab already eliminates advance padding bars. I am always wondering whether my reported 'annualized gains' is true or should be recalculated.

Thanks.

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Eugene

#2
This question has been asked numerous times with multiple variations since 2008. You'll find a solution in this FAQ (see Workaround):

How to start Buy&Hold from specific bar (not at bar #0)?
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Carova

#3
QUOTE:
How to start Buy&Hold from specific bar (not at bar #0)?


Eugene,

It appears that this question is not answered in the link provided. How can this be done?

Vince
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Eugene

#4
Buy & Hold always starts from bar 0. This is not configurable.
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swuzy

#5
Am I correct to assume that b.Close and Synchronize has to be applied to every Data Series used in the strategy, not just the longest one?
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Eugene

#6
Only if you care about eliminating the advance padding bars totally. If one MA is 200-day and another one 20-day and you can live with 20 padding bars, then apply it to just the longest one.
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swuzy

#7
Wondering, how I should implement b.Close / Synchronize for an external Signal?

For example,
CODE:
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This way?
CODE:
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Eugene

#8
Since we are discussing GetAllDataForSymbol in the context of the "Performance Tab: Padding Bars" thread, and not WealthScript in general, the first line might look like it's shown in the Wiki online guide from my post #2:

CODE:
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swuzy

#9
When using GetAllDataForSymbol to avoid performance miscalculations from padding bars (in order to avoid using GetTradingLoopStartBar for extended data series), I find that if I use a buy condition such that,
QUOTE:
( Close[bar] > Close[bar - ###] )

the performance report will again be padded by ### days, resulting in miscalculations.

How can I implement such buy conditions without padding the performance reporting?
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Eugene

#10
Have you tried applying GetAllDataForSymbol over the Close series?
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swuzy

#11
I thought of it after posting my question; but I have not figured out how to invoke it.

CODE:
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These compile, but I don't think they are working as I need them to.
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Eugene

#12
Please take time to study the Wiki example -- it's all there, ready for copy and paste:

GetAllDataForSymbol

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