I would like to require the Genetic Evolver to only keep strategies with at least 1,000 trades during the backtest period. In a recent WL YouTube video on the Genetic Evolver, the presenter says that we can create our own filter sets (see 7:30: https://www.youtube.com/watch?v=vaH6XBwo1gQ&t=455s). I have looked through all of the menus and can't figure out how to create a new filter set.
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If you view the Build Highlights Video for Build 41, about the feature "Tabular Optimization Filtering", it should be evident:
https://youtu.be/JfgXnc1j8to
Basically, you need to start an optimization (you can stop it immediately without waiting for it to end) and then go to the "Tabular" optimization results; and, on the right-hand side, you will find the Create Filter Condition and, below it, the Current Filter (where you can define your conditions); which, again below it, can be saved under Filter Sets.
https://youtu.be/JfgXnc1j8to
Basically, you need to start an optimization (you can stop it immediately without waiting for it to end) and then go to the "Tabular" optimization results; and, on the right-hand side, you will find the Create Filter Condition and, below it, the Current Filter (where you can define your conditions); which, again below it, can be saved under Filter Sets.
Thanks!
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