Performance Visualizers in raw profit mode
Author: abegy
Creation Date: 9/23/2011 9:19 AM
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abegy

#1

9/23/2011 9:19 AM

I would like to know if there is a particular reason why some performance visualizers (like By period) are not available with the raw mode ?
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Eugene

#2

9/23/2011 9:54 AM

The reason is that many performance metrics like Sharpe or drawdown require Equity numbers. That's why even whole visualizers (e.g. Monte Carlo) can not be rendered in RP mode.
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Eugene

#3

9/23/2011 9:56 AM

Specifically with "By Period", both Max DD and Exposure are based on having Equity values for their calculation.
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abegy

#4

9/23/2011 11:26 AM

Thank you for your explaination. I understand now.
Is it possible to have a visualizer 'By Period' for the raw mode with appropriate fields ?
For me, it's important to see informations that I find on it (Raw distribution, number of entry/number of exit...)
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Eugene

#5

9/23/2011 11:31 AM

It is possible if you develop it from scratch.
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abegy

#6

9/23/2011 11:57 AM

Is it possible to have the current visualizer open source ?
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Cone

#7

9/23/2011 12:22 PM

No, not the By Period Visualizer.
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