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PureBytes Links
Trading Reference Links
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For anyone who uses my HeatMap.xls spreadsheet to visualize
optimization results, I have uploaded a new copy to
http://www.frii.com/~fritz/trading/HeatMap.zip. I fixed a few
minor bugs and improved the chart scaling & color selection.
If you aren't familiar with HeatMap, it uses 2-D surface charts
to display the values in a 2-dimensional array. For example, say
you did an optimization test of a system running Param1 from 0 to
40 and Param2 from 1 to 5 by 0.1. By writing out the
optimization results to a file (as explained in the spreadsheet)
you can copy the results into HeatMap and see exactly where the
areas of best performance are. It's easy to view different
metrics (ROA%, Profit, DD, or any custom-calculated value like
Sharpe) and compare different test runs.
Documentation is in the first sheet of the spreadsheet. This
software is provided free, so please don't expect much support.
Gary
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