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Weighted fitness: Be able to maximise Avg Trades Per Year / # Of Trades

I want to add weight to strategies that generate more trades and therefore are more statistically significant. You can only minimise Avg trade per year and # of trades seems to want to target a specific number. Can we have the ability to maximise either or both of these?
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Duplicate
  • Priority Normal
  • Assignee Mark Fric
  • Milestone Build 130

History

PJ
#1

gottogethelp

06.05.2020 11:32

Task created

MF
#2

Mark Fric

22.10.2020 11:27

Assignee changed from Mark Fric to Mark Fric

Status changed from New to Duplicate

Milestone changed from None to Build 130

it will be implemented in Build 130.


Duplicate task: https://roadmap.strategyquant.com/tasks/sq4_3242


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