Karlo_firstproject.sln Link

You can generate a report on maintainability, cyclomatic complexity, and lines of code directly within Visual Studio: Open the solution in . Go to Analyze > Calculate Code Metrics > For Solution .

Go to > Generate Dependency Graph > For Solution . 3. Build & Test Report If you need a report on the health of the project: Karlo_FirstProject.sln

The results will appear in the Code Metrics Results Window , which you can export to Excel. 2. Dependency & Structure Report To see how your projects and classes interact: Use the Architecture Layer Diagram tool. You can generate a report on maintainability, cyclomatic

The file appears to be a local Visual Studio Solution file rather than a publicly documented open-source project. Because this file exists on your local machine or private repository, I cannot access its contents to generate a "complete report" directly. Dependency & Structure Report To see how your

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Karlo_FirstProject.sln
Sergey V. - November 17, 2016 Reply

Hi Caesar,

Thanks for interesting post. Sure credibility of backtest on simulated data depends on how precise your synthetic data is and how quickly your signal changes.

For 1-yr momentum there is one story, and you may use less precise data, and for 5-days reversion – completely different story, and you need much better data to test this.

BTW, six figs. investment have OHLC data on volatility ETPs: https://sixfigureinvesting.com/2014/09/simulating-open-high-low-vxx-vixy-tvix-uvxy-xiv-svxy/, maybe you could use this to trade not on closes of the same day (which may be not that realistic, given wild nature of the instruments involved)

    Karlo_FirstProject.sln
    Cesar Alvarez - November 17, 2016 Reply

    I am aware of the OHL simulated data but the amount of error he decribes is too much for me. The main thing I want to make sure people are clear is that the data may or may not work for you depending on the strategy. Just be careful using this data.

Karlo_FirstProject.sln
Michael - November 18, 2016 Reply

hi cesar, would you consider adding a search functionality to your blog so we can easily look up past blogs or topics?

    Karlo_FirstProject.sln
    Cesar Alvarez - November 18, 2016 Reply

    I can see when I am logged in as my WordPress admin but when I look at the site logged out I can’t see the search feature. I will have to look around and figure out how to get it back. Thanks for pointing this out.

Karlo_FirstProject.sln
michael - May 24, 2017 Reply

hi cesar, did you build your own synthetic data to run your tests? i recently ran some tests using the data from six figures investing. although the results over the overlap period were qualitatively similar, good years were good and worse years were worse etc, quantitatively they were very different with variations of 40% or more at times. what do you think?

    Karlo_FirstProject.sln
    Cesar Alvarez - May 24, 2017 Reply

    No, I used the data from Six Figure Investing. I found that it really depends on the strategy whether one can use this data or not.

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