Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Request: record(...) for more than 5 time series
Alex S
posted Jul 28, 2015
Feature Request

Would it be possible to change record to work with more than 5 time series? I'm thinking something like 10 or 20, not infinity. Since it's easy to selectively turn on / turn off lines on the plot, this would allow more flexible analysis of strategy results and even 20 lines could be easy to see and understand by selectively enabling and disabling groups of them.

In my case, I use several record entries to keep track of actual / estimated margin which leaves very few for the signals I'd like to observe.

7 responses
Alisa Deychman
Jul 28, 2015

Research is the better environment to do extensive plotting. The backtester is limited by the real estate on the screen. In research, you can track as many relationships as you'd like, and have access to the custom plotting tools.

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Simon Thornington
Jul 28, 2015

Alisa, is there a way to record variables from a backtest despite the limit? Last I checked it was still 5...

Alex S
Jul 28, 2015

Alisa, I'm interested in using this to monitor the live-trading algo, so the research environment doesn't help. For example, I'd like to record an indicator time series for every stock I trade to see why I entered a position, when I may exit it, etc. The screen real-estate isn't a big issue because as I mentioned, it's possible to selectively enable and disable lines on the plot so even though I'd be recording more than 5, I would typically have only a few visible at any one time.

Alex S
Jul 29, 2015

If you are not planning to expand the record capacity, how about a different suggestion? Can you make a new function, say status_message(str) which would allow the strategy to provide a string which would be viewable on the strategy dashboard. Basically, something like the log function but only the latest would be visible and it would be displayed prominently on the strategy screen? The issue w/ log is that looking at that requires going to a different tab and scrolling to the bottom, which is unrealistic when the log loads bit-by-bit. Having a custom status message would allow for lots of flexibility -- people could use it for all sorts of things.

Alisa Deychman
Jul 29, 2015

ah, yes the research environment won't help with tracking live trading signals. This seems like a reasonable request, to view different signals at different times, and I'll create a ticket internally.

In an ideal world, how many signals would you want displayed on the graph at once?

Alex S
Jul 30, 2015

For displaying at once, 5 is fine, I think.

ryan clous
Jan 22, 2017

bump

About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.