Strategy quality ranking

Question:how are the strategies for filtering over the data bank limit? like Ret/DD ratio. IS?  OOS?  Full Sample?

or it could be established that the filtering can be selected according to IS / OOS

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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None
  • Milestone Archived (To be done later)

History

Rr
#1

Partizanas

11.01.2019 19:33

Task created

g
#2

geektrader

11.01.2019 23:51
You can customize the filtering of which strategies are pushed out first once the databank is full by using the "Weighted Fitness" function.
Rr
#3

Partizanas

12.01.2019 10:40
but there is still no choice between IS or OOS.or i can't find how to do it.
MF
#4

Mark Fric

16.02.2020 13:52

Status changed from New to Archived


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