Automatic filter for strategies with outlier trades

Automatic filter for strategies with outlier trades - which means strategies, where one of the trades is exceptinally big (bigger than second and thirt biggest trades combined).



It usually means the trade does't have any stop loss or other exit method.

Attachments
No attachments
  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

MF
#1

Mark Fric

12.06.2018 11:03

Task created

MF
#2

Mark Fric

12.06.2018 11:03

Status changed from New to Fixed


Votes: 0

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please