Modify Field Dialog: Signal Analysis
The Modify Field Dialog allows you to analyze and modify the properties of a field. The Signal Analysis page allows you to analyze statistics associated with an entry/exit signal.
Ä Note: Fields that are currently being used by the Solution Service cannot be modified.
& For help with entry/exit signals, see Creating and Analyzing Entry/Exit Signals.
Analyzing Entry/Exit Signals
After a signal has been generated, the signal is tested by running a simulation that executes the trades indicated by the signal against the historical data. Several sub-pages are available for viewing the results of this simulation.
The simulation uses the compounded value of the investment over time. In other words, any money gained or lost during previous trades is applied against subsequent trades. In addition, a commission is deducted each time a trade is executed. The values used for the initial size of the investment, commission, and trading value can be adjusted from the Modify Options Dialog: Signal Analysis page.
Ä Note: The compounded investment used for signal analysis differs from optimal signal generation, which uses a typical investment value for testing trades.
0 Overview
This sub-page displays an overview of the simulation used to test the signal.
This sub-page displays an overview of the profitability and length of the trades by winners and losers.
This sub-page displays statistics analyzing the risk associated with the trades that were made.
This sub-page displays statistics analyzing the risk associated with the overall changes in the equity.
This sub-page displays the equity of the simulation on a bar-by-bar basis in a chart with the equity associated with a buy/hold strategy.
This sub-page displays the simulation activity on a trade-by-trade basis.
This sub-page displays the simulation activity on a bar-by-bar basis. For end-of-day data, this would be day-by-day analysis.
& For help using sub-pages, see the help for Property Pages.
Not the Results You Expected?
The trades displayed on these pages may not match the entry/exit signals displayed in a Chart View or Spreadsheet View. See the help for the Overview sub-page for common causes for this.
Storing Results in a Field
Signal analysis results can be stored to fields for further processing, displaying in the Portfolio View as Display Fields, and displaying in charts. For more information about signal analysis fields, see Analyzing Entry/Exit Signals.
What Do I Do Next?
When you are finished updating the properties of the field, press the OK button to save your changes or select another property page. If you would like to exit from this dialog without performing any changes, press the Cancel button.
Additional Property Pages
The Modify Field Dialog has many different property pages that will be displayed as is appropriate for the type of field being modified. For information on the other property pages available, see the help for the Modify Field Dialog.
How Did I Get Here?
The Modify Field Dialog appears when you select to modify or analyze the selected field from the Modify Data Series Dialog or the Modify Portfolio/Group Dialog. It is also displayed when you select Modify Field… from the context menu for a field in a chart or spreadsheet.