[Build 136 RC1] Fixed : Strategies mining efficiently : Building strategies programmatically

We can read in an excellent article "Clone Army" , how time consuming it is to find good candidates strategies among billions of possibilities.


In this article, we can see good Out Of Sample results, but it is taking a lot  resources over long period of time. It can takes months to build a good portfolio.




We could build strategies faster if we build strategies programmatically selecting the most efficient blocks:


On one hand, we can find the most profitable building blocks of successful strategies programmatically and select the best building Blocks to Build good strategies. 

(https://strategyquant.com/codebase/are-any-building-blocks-better-than-the-other-can-we-find-better-blocks-for-our-settings-for-our-instruments-and-timeframe-v2/)



On another hand, we can retest programmatically strategies but we can not build strategies programmatically 


We need to be able to build strategies programmatically, selecting the best blocks, the period, the different options programmatically.


With this feature, the Custom Projects will find more strategies in a shorter period of time from the most profitable Blocks






Clone Army:

(https://strategyquant.com/blog/clone-army-development-and-running-of-a-profitable-algorithmic-trading-system/#_ftn9)



Retest programmatically:

https://strategyquant.com/doc/programming-for-sq/backtesting-strategy-programmatically-including-robustness-tests/

https://strategyquant.com/doc/programming-for-sq/running-optimizations-programmatically/


Finding the most profitable building blocks of successful strategies programmatically :

https://strategyquant.com/codebase/are-any-building-blocks-better-than-the-other-can-we-find-better-blocks-for-our-settings-for-our-instruments-and-timeframe-v2/