OmniVest Forum : General OmniVest Feature Requests : Add End Date To Strategy Report Parameters

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OmniVest User Forums General OmniVest Feature Requests Add End Date To Strategy Report Parameters		Last Activity 12/14/2017 8:41 PM 1 replies, 759 viewings

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GordonG

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Posts: 76

Joined: 10/11/2012
Location: Sydney, Australia

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Subject : Add End Date To Strategy Report Parameters
Posted : 9/24/2015 6:14 PM
Post #35519

Strategy Report is quite useful, but it would be even more useful if we could simply specify an end date (as opposed to today's date) so we can use this report to validate performance of strategies during certain types of markets. Like selecting another period of volatility, a falling market period, or a sideways market period. Thanks.

[Edited by GordonG on 9/24/2015 6:16 PM]

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GordonG

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Posts: 76

Joined: 10/11/2012
Location: Sydney, Australia

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Subject : RE: Add End Date To Strategy Report Parameters
Posted : 10/7/2015 4:30 PM
Post #35524 - In reply to #35519

I found a way to do it anyway (setting report date range in Strategy Report), via the underlying account simulation date settings, which is a bit clumsy but works. Would be nicer to have just been able to specify a start and end date on the report generator itself. I wanted to do this to find strategies that work well over specific types of market behavior (bullish, bearish, sideways/volatile).

What I did find though was that the performance data on the report list did not match the underlying strategy summary data...and so would affect the list order (best at the top)... so be warned the report is not exactly accurate... but it does help highlight strategies for further analysis that work better over certain market periods.

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