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using benchmark or buy and hold results as filters

2 risposte

Santiago Villa

Abbonato, bbp_partecipante, cliente, comunità, sq-ultimate, 8 risposte.

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10 mesi fa #285674

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!

2

tomas262

Amministratore, sq-ultimate, 2 risposte.

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9 mesi fa #285984

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

0

JeanJean

Abbonato, bbp_partecipante, cliente, comunità, sq-ultimate, 3 risposte.

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1 mese fa #288047

Any news of this feature ?

0

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