Code Monkey home page Code Monkey logo

mt4-tools's Issues

Web UI: Sortable & groupable test listing

Sortable & groupable test listing for http://xtrade.rosasurfer.com/tests
Nice to have: in-page filtering

SlickGrid: http://6pac.github.io/SlickGrid/examples/example-grouping.html

  • multi-column sorting
  • advanced grouping with aggregating footer rows
  • styling looks like to be a challenge
  • no deployment version, manual dependency management (no support for package managers)

jQuery TableSorter: http://tablesorter.com/docs/ (active fork: https://github.com/Mottie/tablesorter)

  • easy to setup
  • multi-column sorting (may emulate simple grouping)
  • grouping (implemented with multiple sortable tbodies)

jQuery DataTables: https://datatables.net/examples/styling/jqueryUI.html

  • multi-column sorting
  • grouping via extension (seems to be difficult)
  • performance issues?

Subsequent generation of profit/loss time series in M1 for a given trade history

The equity history recorded during a test run is not sufficient for later analysis. The history might be the trade history of a test, a real account history or an external signal's trade history (e.g. a MetaQuotes signal or a MyfxBook account). For exact statistics we need a PL series in M1, especially if the history originated from a different timeframe (e.g. a test).

In a first step and for simplification we will distinguish between histories of single and mixed instruments. Later both types need to be handled automatically:

  • For single instrument histories results in pips are preferred. Results in currency will be added later.
  • For mixed instrument histories results in currency are the only sensible way to go.
  • Results in currency require exact pip value calculation.
  • At the moment the issue of different trade server timezones is ignored as all times are in FXT anyway. Later we will convert to FXT (preferred) or provide support for custom timezones.

Normalize Sharpe, Sortino and Calmar ratios

Normalize ratios (annually or monthly) across instruments and timeframes to make tests on different instruments/periods comparable. Needs an M1 equity recording for each test which gives a more realistic MAE/MFE sample for higher timeframe tests. One additional run is fast but should be pushed to the background (e.g. to a job queue).

hi fatal error etc/vendor/autoload.php

Warning: require(C:\wamp\www\yy\app/../etc/vendor/autoload.php): failed to open stream: No such file or directory in C:\wamp\www\yy\app\init.php on line 6

I didn't composer but I downloaded but fatal error etc/vendor/autoload.php
What should i do

Upload account/test history for analysis

Users can upload any test results or trade/account history for analysis. The history can be filtered and a new analysis can be run on the filtered trades only (e.g. the trades of a single strategy in an account).

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.