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Ambiguous bars measure

http://www.strategyquant.com/forum/topic/4416-sq4-early-preview/page-23#entry25301

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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

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?
#1

anonymous

21.07.2017 03:08

Task created

MF
#2

Mark Fric

28.07.2017 08:42

Status changed from New to Fixed

the program now automatically filters strategies with ambiguous bars.


I don't think there needs to be a configuration for that, program nows dismisses strategy if it has more than 20% ambiguous or other problematic orders.

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#3

anonymous

31.07.2017 07:12
OK; great, though I´d still love to see this configurable, 20% is still a lot.
Votes: 0

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