Feature Request:
Filter backtest results by entry/exit signal names and tags.
For strategies that keep track of so called ghost-trades, trades that should be tracked for strategy purpose, but not counted towards the backtest results. This would allow the evaluation of the results without the P/L contributions of the ghost trades.
Related:
In order to leverage all the trade management WL can offer, it would be great of the ghost trades could be routed to a dummy account while all other trades get routed to a real account.
Filter backtest results by entry/exit signal names and tags.
For strategies that keep track of so called ghost-trades, trades that should be tracked for strategy purpose, but not counted towards the backtest results. This would allow the evaluation of the results without the P/L contributions of the ghost trades.
Related:
In order to leverage all the trade management WL can offer, it would be great of the ghost trades could be routed to a dummy account while all other trades get routed to a real account.
Rename
What trades are called 'ghost trades', by whom and what for?
The backset results already do not include the stats for the NSF ("ghost") trades. I'm not sure what different you're asking for?
Im working on a turtle-like strategy where certain entries are skipped. however, they should still be tracked as if they were regular trades (incl. pyramiding, exits, etc).
I want WL to handle these trades as normal (execute entries and exists) but want to filter out their P/L at the end.
I want WL to handle these trades as normal (execute entries and exists) but want to filter out their P/L at the end.
That’s exactly what happens with NSF positions already. If you want the backtester to intentionally skip a trade in this manner give it a position size larger than is fillable, by setting the Quantity of the Transaction object that gets returned from PlaceTrade. And be sure to keep the Retain NSF backtest preference turned on.
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