using benchmark or buy and hold results as filters
1 respuesta
Santiago Villa
hace 1 mes #285674
Hola,
Is there a way to use metrics from a benchmark (like S&P500) or the instrument’s buy-and-hold performance as filters?
For example, if I want to generate strategies in Build with the filters
Net Profit > Buy&hold Net profit
Ret/DD Ratio > S&P500 Ret/DD Ratio
Gracias.
tomas262
hace 1 mes #285984
Unfortunately you cannot use that as a filter now. This is a planned feature we would like to include in future versions
Viendo 1 respuesta (de un total de 1)