Discussion of article "Applying OLAP in trading (part 4): Quantitative and visual analysis of tester reports"

To add comments, please log in or register
MetaQuotes
Moderator
221062
MetaQuotes  

New article Applying OLAP in trading (part 4): Quantitative and visual analysis of tester reports has been published:

The article offers basic tools for the OLAP analysis of tester reports relating to single passes and optimization results. The tool can work with standard format files (tst and opt), and it also provides a graphical interface. MQL source codes are attached below.

To view the general distribution of profits by levels in increments of 100, select the 'profit' field from the statistics along the X axis and the 'count' aggregator.

Distribution of profits by ranges in increments of 100 units

Distribution of all profits by ranges in increments of 100 units

By using the 'identity' aggregator, we can evaluate the influence of the number of trades to profit. Generally, this aggregator enables the visual evaluation of many other dependencies.

Profit vs number of trades

Profit vs number of trades

Author: Stanislav Korotky

To add comments, please log in or register