How to categorize your strategies by entry type quickly and efficiently

Author: clonex

May 20th, 2021

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Entry methods databank columns snippets bundle

 

StrategyQuant X can generate a large number of strategies based on several input parameters. One of them is the option to choose different entry methods ( Order Types)  from which StrategyQuant X selects.

The result of generating strategies in BUILDER or retesting in RETESTER can be a large number of strategies with different types of entries. The question is how to categorize them.  Until now, the only possible way was to do it manually by analyzing after strategy.  ( without external scripts… ). This bundle of databank column snippets can be a new solution that can help you identify entry methods used in the strategy. 

 

With these snippets, you can identify the three basic types of entry methods

  1. Enter at market
  2. Enter at stop
  3. Enter at limit

They return the percentage share of a specific entry method from all entry methods used in every strategy.

 

You can select strategies based on your criteria in this way:

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