any way to rank the strategy performance automatically?

Discussion in 'Trading Software' started by robinxing, May 12, 2011.

  1. I wanna rank the strategy performance applied on the same instrument with tradestation ,is there any way? thank you much!
  2. LeeD


    Just choose a performance metric. Then you will be able to judge not only which strategy is better but by how much.

    Sharpe Ratio and Profit Factor are among many popular ones.
  3. you misundersood what I mean,I am looking for a system finder like the system finder in collective2 .
  4. LeeD


    I am still puzzled regarding what you want.

    Collective2 has a large number of systems. So, it's natural you need some "filtering" to select one that is right for you.

    As far as I know Tradestation doesn't come with thousands of trading systems... Is the question "where I can find a large number of systems implemented in EasyLanguage?"
  5. although tradestation does not have so many strategies, it does have more than 100 strategies .I need a system finder which could filter the sytems in the tradestation .
  6. if you have 100 systems in TS and you want to rank them you should backtest them and output the performance parameters to excel. Then, rank the systems there.
  7. It will take much time to finish the job, I hope ts can do the job automatically.