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You guys don't get it at all.
Most metrics are SCALARS (single number) !
Your plots will look like this:
Plot( 0.8, "Sharpe Ratio", colorRed );
These metrics DO NOT CHANGE over time because they are all
calculated ONCE when backtest is complete
and result is single number (scalar), *not*
array.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, May 18, 2008 3:36 PM
Subject: [amibroker] Re: System
Performance Indicators [was: Can someone fix this OLE code?]
Herman,
Your case
for System Performance Indicators is a good one.
A further
idea... there should be no need for User code to accomplish this. The
plots should be a native feature of AB (just like the Equity
plot).
Instead of plotting "flat lines" for single numbers, gfx
Horizontal plots of each performance metric could be presented against a "good
/ bad scale" defined in the form of a Param value for each performance metric
that the User could alter from a base set of default values. Of course the
gradient colors of the plots would go from red (bad) to green (good).
For example, the default Param for Sharpe Ratio could be 1.00, and
some Users might want to use .80 as a Param value where the gradient
color starts changing to green.
My two cents
worth.
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