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use trades' results in performance curve
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Author:  rcfcu2000 [ Thu May 23, 2013 7:21 am ]
Post subject:  use trades' results in performance curve

I think OpenQuant is using tick data to calculate the performance(profit) curve of the strategy, which may not be necessary in most cases.

I would like to see the performance curve just using trades' result, for examples, first trade +50, second trade -20, third +300, etc.

Author:  Baraz Sergey [ Fri May 24, 2013 12:45 pm ]
Post subject:  Re: use trades' results in performance curve

Hi,

Each time a new transaction added to portfolio - performance curve is recalculated. You can disable perormance updates on tick base and switch to updates every X seconds in Options -> Memory Management.

Regards,
Sergey.

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