Filtering existing trades

Hi,

I have developed backtesting results based on option strategies in an external tool and I have a list of trades. I would like to add technical filters that tell me when to take the next trade or not and I would love to use StrategyQuant to help me develop those filters.

I’m wondering if such a functionality exists, where I can provide StrategyQuant with a csv of input trades (entry date, exit date, P/L) and it can then help me develop filtering conditions based on these past trades. I would still want to perform robustness tests with InSample / OOS using the trade data.

Does something like this already exist? If not, where could I file a feature request.

Thanks,

Potential StrategyQuant X user.

Hi,

this is technically possible. You need to supply external data that would represent trade entries and exits for a selected market. For example value = 1 would be used to execute a trade entry while value = -1 would represent a trade exit. Check this on how to use external data https://strategyquant.com/doc/strategyquant/external-indicators/