Is there a way to define the benchmark performance If I wanted to filter out those strategies that did not perform at least as well as the benchmark?
Rename
- ago
#1
That's essentially what the "Use Filter Set" option does.
1. Open Tools > Filter Sets
2. Define and Add your filter criteria
3. Back in the Evolver, check the "Use Filter Set" box
4. Select your filter set.
1. Open Tools > Filter Sets
2. Define and Add your filter criteria
3. Back in the Evolver, check the "Use Filter Set" box
4. Select your filter set.
Issue is my inability to explain.
when I used the work benchmark I was referring to when you run a backtest on a strategy and you can benchmark it against another symbol.
so what I ma asking is does this exist as a metric to use when I define a filter?
when I used the work benchmark I was referring to when you run a backtest on a strategy and you can benchmark it against another symbol.
so what I ma asking is does this exist as a metric to use when I define a filter?
- ago
#3
Run an extra backtest for a benchmark symbol for each new Strategy generation?
No, that doesn't exist, but of course you can do that with any resulting strategy.
No, that doesn't exist, but of course you can do that with any resulting strategy.
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