Sunday, February 18, 2018

Guided Tour

BTAnalytics Guided Tour

Article Index

Simulation Study

A new Simulation Study can be made using the Ribbon Button while there is a Raw Simulation Study selected in the Studies Explorer.

The Simulation Studies store the Sized Trades resulting from applying the Position Sizing Rules to the Raw Trades stored by the Raw Simulation Study, along with details about the Position Sizing parameters, Commissions configuration, etc. that generated them. All that information together with the analysis data derived from them are shown in the Data Analysis Visualizers (DAVs).

This study has a "View Selector" component that enables the user to filter the data shown in the DAVs by side and by sub-strategy.

For this type of study the following DAVs are provided by BTAnalytics:


  • Details DAV: This DAV shows information about the Position Sizing and other parameters that generated the Sized Positions.


Sized Simulation Study: Details Data Analysis Visualizer (DAV)

  • Positions DAV: This DAV shows in an advanced and feature rich grid all the Positions (sized trades). The grid allows to select the shown columns, filtering and ordering the rows, saving the layout, exporting the data, etc.


Sized Simulation Study: Positions (Sized Trades) Data Analysis Visualizer (DAV)

  • Performance Metrics DAV: This DAV shows the performance metrics calculated over the Positions. In order to make comparisons among the performance of the sub-strategies easier, it is possible to show side by side the performance of several sub-strategies. This can be achieved making right click and selecting in the contextual menu the option desired.


Sized Simulation Study: Performance Metrics Data Analysis Visualizer (DAV)

  • Equity DAV: In this visualizer it is shown the equity curve of the simulation along with a grid with the data.


Sized Simulation Study: Equity Data Analysis Visualizer (DAV)


  • Drawdown DAV: This DAV shows charts for the equity curve, the drawdown and the time elapsed since the last maximum of the equity value, along with a grid with the data.


Sized Simulation Study: Drawdown Data Analysis Visualizer (DAV)

  • Profit by Period DAV: This DAV shows the profit/loss by selected period along with a distribution of the profit/loss by periods and the grid with the data. The periods that can be selected include yearly, quarterly, monthly, weekly, daily, hourly.


Sized Simulation Study: Profit By Period Data Analysis Visualizer (DAV)

  • Portfolio Evolution DAV: In this DAV it is shown the daily evolution of the equity and performance metrics along with the trades active, opening, closing and discarded for the given day. The current day can be chosen from a calendar or selected clicking in the equity chart or in a date in the dates grid.


Sized Simulation Study: Portfolio Evolution Data Analysis Visualizer (DAV)



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Risk Disclosure:

Futures and other instruments trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

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