using benchmark or buy and hold results as filters

Salve,

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

 

Grazie!

Unfortunately you cannot use that as a filter now. This is a planned feature we would like to include in future versions