There’s a new “The Grid” available for public beta test. Just click The Grid (left-side menu bar) to fool around with it. I’ll be rolling out additional functionality soon, but for now, you should be able to enjoy sorting by multiple column, plus - a much-asked-for feature - the ability to add filters to any particular column.
Give it a try and please let me know what you think.
Matthew
Looks great. Can you add some columns that were in the old Grid, like APD and Max DD?
New version looks great, thank you. Can you tell me what criteria are you using for the ‘risk’ column shaded in red, is it drawdown or ADP like ‘low risk per trade’ in the old grid?
The Grid looks like it WILL be a good tool but has many bugs right now. I tried filtering on P.F. > 2. That worked OK but when I added a filter on Sharpe it started acting funny. It wouldn’t display any stock systems even though the status indicated that there should be 25 systems passing the filter. There seems to be some cross-talk between filters. I also got booted out of C2… Never got it to work properly after that. [LINKSYSTEM_28377802]
Mathew the new grid looks great to me. I would still like to see the C2 score someplace. I also got booted out of C2 will playing around. Thanks Rick Haines
Done.
One issue I’m facing is I’m running out of space for all possible stats. I think we’ll ultimately have different “views” on the new Grid. One view may be a “stats-oriented” view, where almost all stats will be displayed. Other views will be simpler.
You can see the embryonic outline of this in the way the “Forex” link is handled. If you click the “Forex” link at the top of the new grid, an entirely new set of forex-only stats is displayed (average and cumulative pips per trade, long pips, short pips, etc.)
And finally, I’ll shortly add the ability to save your personal filter sets for later use, and perhaps allow other users (with your permission) to see your filter sets (a “filter set” is the collection of filters you apply to The Grid – such as, “Show me only systems with a W:L Ratio greater than 2, etc.”)
Thanks!
Awesome Matthew! Well it will be.
Same issue already mentioned re being bumped out of C2.
I found the “disappearing lists” were the result of extra filters being added, that I hadn’t entered - once I deleted these the expected list re-appeared. As well as extra filters appearing, I found the format change to the forex one sometimes after deleting one of the unwanted filters. Very odd.
Eventually, with some playing around I got the list of 5 filters I was working on operating correctly and the results looked right based on my Nov 27 extract from the old grid.
Would like to see the “% Wins” field from the old grid ported across to the new one.
This is going to be great once it’s bug-free, and I really like the idea of being able to save a set-up for re-use or public use.
Thanks Matthew.
Matthew -
For the new grid:
- Select Stock systems
- select profit factor > 2
- select Sharpe Ratio > 1
Strange things start happening from then on and then I eventually get booted out of C2. If I select Sharpe Ratio first then profit factor it seems to work.
Steve
I can’t seem to replicate your bug. What browser and version are you using?
At my work PC it seems to be mostly working with Firefox 2.0 although the return back to the home page doesn’t work properly. I am sending you a private EMAIL on this - please look for it.
At home I am using the latest version of Internet Explorer. This is where most of the problems show up.
Matthew,
I have a question about the new Grid. It appears that when I view the first page of the grid and then click on the second square to advance to the second page, it totally skips one or more pages. (I was able to manually change the url to get to page 2 by using “skip=12” instead of “skip=46”.)
Can you check the Grid and tell me if you get the same results? For example, I went to the grid, sorted the APD by highest to lowest, then clicked the second square at the bottom and I believe that a few pages were skipped because all systems with APD’s between 1.46 and 0.55 were missing. (I just checked and it does the same thing by skipping more pages when I click the third square, i.e. missing all systems with APD’s between 0.45 and 0.32.)
Please let me know what you find out.
Thanks.
Chris
[LINKSYSTEM_28309886]
“Excellence Is As EXLENCE Does”
To follow up Chris’ post, could you change the way the grid say you are looking at 12 of 161 systems when you looking at say the 2nd page. Perhaps it should say ‘showing 13 to 24 of 161 systems’. At present it isnt very clear how far through the system list you have reached. Thanks.[LINKSYSTEM_29376872]
This is fixed. Also, your query "state information" is saved – that is, the Grid will remember your last sort and filter when you leave the Grid temporarily and come back to it (during one C2 login session).
Some additional very cool new features will be introduced soon.
Matthew,
Saving the "state information" is an awesome feature!
Thanks for making the changes to the Grid.
Chris
How is risk calculated on the new grid? Thanks
It is the sum of the following two stats:
(1) Risk of 20% drawdown (Monte Carlo Simulation)
(2) Average max trade drawdown as % of equity
Hi Matthew,
There does seem to be something very odd with that Risk column.
For example, if you just sort the Grid from lowest to highest risk and do nothing else, then the following systems turn up on page one - Ie as having the very lowest risk:
LargeCap Stocks: Ann Ret% -182.7% (only 2 wks old, 9 losses, 1 win)
My Sector Fund Trader: Ann ret: -25.4% max DD 20.5% (age: 2+ mths)
S&P500 Winners: Ann ret: -57.2% max DD: 19.8% (age 2+ mths)
These all appear above Team Aphid Bird, which is at the bottom of page 1:
[LINKSYSTEM_24737836]
Ann Ret for Team Aphid Bird: +62.7% max DD:4.8% (age: 10 mths+)
I’m not sure if there’s an error here, or the risk measure just needs to be a little more sophisticated. Obviously, one would think the probability of losing 20% in a system that has already had a 20.5% max DD, after little more than 2 months, would be quite high!
There are other indicators that show the first 3 systems mentioned above are high risk ones - like large, negative Sharpe ratios.
OTY, but I think this Risk measure is great in concept, but needs some work in practice, and hope the feedback helps.
Regards,
Murray
Mathew on the new button show combined portfolio in the new grid. I have clicked on 2 or 3 signals then on the show combined portfolio button. It does not seem to do anything. Am I trying to use it wrong? Thanks
