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Better than 1 exceptionally big trade filter: Top profitable x% of trades total profit is higher than y% of profits.

Sometimes a strategy produces 2 or 3 exceptionally big trades and sneaks by the default "one exceptionally big trade" auto filter.

I propose: Top profitable x% of trades total profit is higher than y% of profits.



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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

b
#1

bentra

05.07.2019 11:10

Task created

b
#2

bentra

05.07.2019 11:11
Voted for this task.
b
#3

bentra

05.07.2019 11:24

Subject changed from Better than 1 exceptionally big trade filter: Top profitable x% of trades total profit is higher than y% of all profitable trades total. to Better than 1 exceptionally big trade filter: Top profitable x% of trades total profit is higher than y% of profits.

Description changed:

Sometimes a strategy produces 2 or 3 exceptionally big trades and sneaks by the default "one exceptionally big trade" auto filter.

I propose: Top profitable x% of trades total profit is higher than y% of profits.



MF
#4

Mark Fric

05.08.2020 10:05

Status changed from New to Fixed

possible now with What If simnulations
Votes: +1

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