Hello, everyone
Crazy idea: would it be possible to have a custom indicator that tells me if I have signals or not and use it as a filter in Evolver through the metrics to evolve only strategies that have open signals?
Maybe I could have a custom .dll with additional metrics? If so, what would be the “calculation” (method or something) for me to call and know if I have open signals when I run a backtest on a dataset?
Crazy idea: would it be possible to have a custom indicator that tells me if I have signals or not and use it as a filter in Evolver through the metrics to evolve only strategies that have open signals?
Maybe I could have a custom .dll with additional metrics? If so, what would be the “calculation” (method or something) for me to call and know if I have open signals when I run a backtest on a dataset?
Rename
You would not need a custom indicator. You could just create a custom ScoreCard that exposes the number of signals as a Metric. You could use our Concierge service if you’d like us to develop it for you, it would be a minimal job.
Have a look at "Formula Scorecard".
This Scorecard allows for (nearly) arbitrary new metrics.
This Scorecard allows for (nearly) arbitrary new metrics.
Formula Scorecard is part of finantic.Scorecards extension.
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