In Build/Retest, in Full Settings, in Ranking : Custom Filter : AND / OR filters



 In Build/Retest, in Full Settings, in Ranking , in Custom Filter :


In a list of strategies, you  need multiple filters like :    Profit >1.3 AND # Trade >100 AND Net Profit >5000 for example.


After making many test, I notice some filter are necessary but exclude one another : Profit >1.3 AND # Trade >100 AND Net Profit >5000  AND (Avg Loss < 220 $ OR Avg Win < 500$)


if you are searching strategies with Avg Loss < 220 $  then your are loosing all the strategies with  Avg Win < 500$ . Both criteria are correct but on different strategies.


We need a second list of OR filters attached to the list of AND Filters to be able to do : Profit >1.3 AND # Trade >100 AND Net Profit >5000  AND (Avg Loss < 220 $ OR Avg Win < 500$)


(Avg Loss < 220 $ OR Avg Win < 500$) would be on the second list



This second list would cut in half the time of research of strategies. We would be able to select twice or mores strategies in the same research.







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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

E
#1

Emmanuel

29.09.2021 06:35

Task created

E
#2

Emmanuel

29.09.2021 06:35
Voted for this task.
E
#3

Emmanuel

29.01.2022 14:56
Voted for this task.

Votes: +2

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