I noticed that the new "Default Evolver Filter" looks for an "NSFRatio < 2", and I was just curious about the motivation behind this. Is this a metric that I can use for strategies in general, and assume that if the NSF Ratio is less than 2, then I don't need to be concerned about the overall number of NSF positions created by the strategy?
Rename
You can learn more about NSF Ratio and other metrics recently added from this video:
https://www.youtube.com/watch?v=vaH6XBwo1gQ&t=10s
https://www.youtube.com/watch?v=vaH6XBwo1gQ&t=10s
It's just a way to exclude Strategies that have way more NSF Positions than actual Positions. When there are too many NSF Positions, the backtest results are liable to change quite dramatically each time you run the backtest, so the intent is to evolve Strategies with more stable results. It's my personal preference, and you may want to make the filter even more limiting, or get rid of it altogether, depending on your goals.
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