[SQ4 B5] Please add "Ambiguous Trades" as a measure for the Strategy Acceptance Conditions

I would like to have this configurable as a Strategy Acceptance Condition in order to select on my own how many Ambiguous Trades I want to allow before dismissing a strategy. Thank you.
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

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#1

anonymous

01.09.2017 08:28

Task created

MF
#2

Mark Fric

02.09.2017 08:44
it is quite simple, we can add one more databank column that will compute this. I'll make it as an example.
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#3

anonymous

03.09.2017 20:25
Great, I would like to have it as an acceptance criterion though, so that I can tell SQ to "discard all strategies with more than 5 ambiguous bars". That would be nice.
MF
#4

Mark Fric

13.10.2017 15:01

Status changed from New to Fixed


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