Original link:http://tecdat.cn/?p=23026

There is a good example of HTMLWidgets in the interactive parallel graph. You can interactively manipulate parallel plots to zoom in on interesting observations.

Not long ago, I read about visualization of system parameter optimization results, using an application to create and manipulate backtest results. The idea is to run multiple backtests by changing system parameters and display the results using a parallel graph.

A good example of system parameter optimization is described in How to Optimize a Trading System. Three-dimensional diagrams are a great way to optimize if you only have two parameters, but what if you have more than two parameters?

The parallel coordinates come in. Suppose we run a system parameter optimization that changes three parameters and stores the results in a data matrix. The first column will contain the CAGR, and column 2:4 will contain the parameter values.

For example.

# * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * # loading history data getSymbols (tickers, SRC = 'yahoo', from = '1970-01-01', env = data, Auto. assign = T) # select fast < mid < slow choices = choices\[choices$fast < choices$mid & choices$mid < choices$mid < choices$slow,\] # Mas = list() for(I in unique(unlist(choices))) mas\[\[I \]\] = bt.apply.matrix(prices, SMA, I) # result = choices for(I in 1:nrow(choices)) {data$weight\[\] = NA result$CAGR\[I \] = compute.cagr(model$equity, Nyears) # * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * # parallel coordinates #***************************************************************** coord(result, col=1:nrow(result))

This picture is hard to understand.

Ideally, you want to select a parameter range and check the corresponding system CAGRs, or select a CAGRs range to see what parameters produce them. R software can visualize interactivity.

# cp(result)

Another way is to implement this interactive behavior, which is a great example of HTMLWidgets using interactive parallel coordinates.


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