using benchmark or buy and hold results as filters
1 réponses
Villa Santiago
Il y a 1 mois #285674
Bonjour,
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
Merci de votre attention !
tomas262
Il y a 1 mois #285984
Unfortunately you cannot use that as a filter now. This is a planned feature we would like to include in future versions
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