I want to have several other stats show up in the optimization report in Multicharts. Does anyone know how to do this? I'd like to add expectancy, skew, kurtosis, and regression stats for the equity curve. Any help would be greatly appreciated!

I am not sure if you can display all at once, but with using a " Custom Criteria" you could at least display one at a time.

ABCTG 

I am not sure if you can display all at once, but with using a " Custom Criteria" you could at least display one at a time.

If you can't display more than one in the optimization report, is it possible to have that information written to an excel file?

Thanks

J

I guess you could manually copy the pieces from the report to Excel or write a piece of code that puts the values you are interested into a .csv file.

Regards,
ABCTG

ABCTG 

I guess you could manually copy the pieces from the report to Excel or write a piece of code that puts the values you are interested into a .csv file.

True ABCTG.

If you (JHall65) want to output multiple metrics in one go, like you mentioned in your opening post, you can calculate these in PowerLanguage and use FileAppend to write them to a .csv file. However, this will slow down the optimisation considerably and is also a lot of coding and testing work (I just mention it here in case you want to do such a thing).

JHall65 

I want to have several other stats show up in the optimization report in Multicharts. Does anyone know how to do this? I'd like to add expectancy, skew, kurtosis, and regression stats for the equity curve. Any help would be greatly appreciated!

Hi All,

I have arrived late to this thread. But I have written a c++ plug-in to multicharts to write the stats into a SQL server in an independent thread. That means it does not impact the simulation nor the trading speed.
It would be nice to do it in multicharts directly.

Best Regards,

Fabio