Getting Asirikuy “Together”: Building a Comprehensive Database Solution for Our Results

Definitely if you have joined Asirikuy – or carry out a lot of tests yourself – it should be evident that analyzing and ordering more than 200+ backtests is no easy task, especially when each one of these backtests is “tied up” to more than 50 different statistical parameters which help us measure how “good or bad” a trading system is when compared to another. A few weeks ago I wrote a post about the Asirikuy Database Analyzer or “ADA” which was an attempt built within the website – by an Asirikuy member – to organize all of these results into an excel spreadsheet. Now, although this solution had extensive advantages over anything we had before – which was practically nothing in this regard- it does carry some evident disadvantages which we seek to remedy with our next implementation of this idea.

There are several reasons why excel is not an ideal place to store and analyze a database built upon hundreds (in the future potentially thousands) of testing results but perhaps the most compelling reason why excel is not an ideal candidate for the Asirikuy community in general is the overall lack of a direct way to port system results directly into the program and the need of Asirikuy members to own excel to use it. Since we have several programs within the website, it becomes evident that integration and ease of use is an increasingly important objective in our quest to build a comprehensive solution to organize and explore our system database. Due to this reason we have decided – me and the members who created ADA – to join our efforts in the creation of a new ADA implementation which will be a stand-alone program coded using Delphi.

Why Delphi? Well the main reasons to use Delphi are that this programming language is naturally built to handle databases and the fact that all of our Asirikuy programs used for simulation analysis (monte carlo simulator and profit & draw down analysis tool) are built using this same tool. Using Delphi and an “Absolute Database” solution for the storage of information we will be building a very powerful tool for the storage and analysis of Asirikuy backtesting results. Perhaps the most important feature enabled by using this idea is that the profit & draw down analysis tool and MC simulator will be able to DIRECTLY add information to the database structure, allowing anyone to add new systems and portfolios with the click of a few buttons.

The new Asirikuy DB structure will be the first step in a path towards the full integration of all of our trading tools with the idea of only having one single DB structure in the future. The idea here would be to allow all of our different programs to use the same DB in such a way as to generate a very comprehensive analysis approach. Using this we will be able to evaluate WC scenarios using the same database we use for storing live results and the exact same DB we use to store backtesting results. The DB structure we have devised now allows for this to happen and will greatly unify coding efforts within the website from a database perspective.

The database structure consists of five separate tables yielding portfolio composition, portfolio naming information, system naming information, monte carlo simulation results and draw down and profit analysis tool statistical information. Put together these tables allow us to store statistics which are linked to a given number of systems or to put together different amounts of statistics that are inline with the same portfolio. For example you could easily store 10 monte carlo simulations associated with the same portfolio (different distortions or number of trades for example) or you could store a portfolio set of statistics associated with individual system statistics that can be retrieved thanks to the information within the portfolio composition table.

The stand-alone ADA (screenshot above) is the first program which will be using this DB structure. I have already ported all the systems from the excel ADA and hopefully within the next few weeks will finish the integration with Asirikuy tools in order to allow full porting of statistical information towards the DB. I am also working strongly on the querying features of ADA in order to make it at least equally powerful to our excel ADA in the short term and hopefully tremendously more powerful in the medium and long term. As you see the program already has adequate coloring and some basic sorting capabilities but certainly all the features we wanted to develop on the excel ADA will now be far easier to implement on the Delphi programming language.

Certainly this new database solution and ADA tool will be fine additions to Asirikuy which will greatly enhance our possibilities to explore and analyze our systems. The DB in itself will also be great as it will allow a much deeper tool integration within the website. If you would like to learn more about how you too can use analysis tools to learn about the statistics of your trading systems  please consider joining Asirikuy.com, a website filled with educational videos, trading systems, development and a sound, honest and transparent approach towards automated trading in general . I hope you enjoyed this article ! :o)

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4 Responses to “Getting Asirikuy “Together”: Building a Comprehensive Database Solution for Our Results”

  1. Maxim says:

    Daniel, Ian and Sam!

    Cheers on a great step forward compared to MS Excel!
    I’m sure that soon we will see not only ADA application with all the Excel abilities, but although all the other tools, integrated together.

    Maxim

    • josh says:

      I am not a programmer, but I was wondering if all the tools that we now have are written in Delphi, then should we focus all the rest of our tools to be written in Delphi as well, including the re-writing of our ea’s so that they can be transposed into any language……….
      It just seems to me that the more of our programs, and ea’s, and statistical analysis tools that are written in the same easy to use programming language, the more portable and powerful they will be when used together….

      8^)

      • admin says:

        Hi Josh,

        Thank you for your comment :o) As you say developing everything in Delphi is proving to be a great decision as integration is starting to make all our developed tools much more powerful :o) Hopefully with this DB + New ADA solution we will reach a new level of integration!

        However although Delphi is great for the development of our trading tools I am not sure if it is the best option for the development of our trading systems. I do love FreePascal and believe it could be a good choice but then again most programmers on the website are more familiarized with C++ so probably the systems in the future will be implemented on F4 within a variant of C++ such as ANSI C (which is lightning fast). Work is already on the way in this regard and I would definitely be more than happy if before the year ends we had an F4 C++ framework with interfaces for MT4/5 and JForex. Thanks again for posting!

        Best Regards,

        Daniel

    • admin says:

      Hi Maxim,

      Thanks a lot for your post :o) We are already almost above current ADA capabilities (on the dev.version) so hopefully as soon as we finish integration with the DD and monte carlo analysis tools we will be able to release this to the community (probably a few weeks). As you say hopefully we will be able to integrate all tools in the medium term :o) Thanks again for your post!

      Best Regards,

      Daniel

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