Resolution of Performance Chart

[Klaus]

the performance chart is a great tool for understanding the way a tested strategy performs by seeing the various indicator values.

However, it is often cumbersome as all the bars are one minute bars, but JBT works on a one second basis.

Is there a way to change this parameter, so that for each second individually the values are plotted?

(I understand, this is also a memory and performance tradeoff, but in some cases this would just extremely helpful.)

This parameter is surely somewhere in the code, but I failed to find it. 

Ideally, of course, this would be a preference that can be set (either before the backtest is done or before the chart is plotted),

depending on how the aggregation works. However, if I would be able to find the code fragment and manipulate that, it 

would be fine for me as well. 

Thanks 

 Klaus

[Jack Harvard]

Hi Klaus,

Look at the following two classes: PerformanceChartData and BarSize.

1. public PerformanceChartData(BarSize barSize, List<Indicator> indicators)
2. public enum BarSize extends Enum<BarSize>

The BarSize is defined in an Enum type, the smallest is 5 seconds, you need to add another Enum member 'second1'.

Hope this helps.

Jack

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[Eugene Kononov]

The resolution of the performance chart is controlled with the "bar size for chart" parameter. Change it to the desired bar size, run backtest, and show the chart. The reason I didn't include the "1 sec" resolution is because on my system displaying 20 million 1-sec bars pushes the memory limits.

[Klaus]

Sorry. I am not sure, how I could miss this.

Having this it was also easy to find the corresponding code for the modification. 

[Judson Wilson]

I recommend getting access to the fastest computer possible when you crank this up.  Otherwise it's as slow as a slug.

On Sat, Oct 8, 2011 at 6:35 AM, Klaus <klaus.s...@googlemail.com> wrote:

Sorry. I am not sure, how I could miss this.

Having this it was also easy to find the corresponding code for the modification. 

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[Klaus]

Thanks Judson, I typically use a machine with an I7 (laptop, though). 

It works, but I agree, it is slow. - On the other hand, I make these kind of analysis not with multi-month datasets, but with sets for a week or even a particular day, where I like to have a detailed view of something that is happening. 

I already put it to 1 second. While it is slow, it is ok.. - and I am happy, it now works.

BTW. The code is well done "nonlinear". It was simply adapting the single enumeration and the rest used 

this information transparently. Good programming style. 

[Eugene Kononov]

I typically use a 1-min bar chart with the multi-month  data files. If I need higher resolution, I set it to a 5-second bar and specify a narrow date range in the backtest dialog.

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