In Build Task, in Full Settings, in Ranking, we have a very helpful function : "Fit to existing portfolio filter"
This function is very helpful !
Would it be possible to have the same function in Retest task in custom project ?
This is really necessary to remove correlated strategy
Status changed from New to Fixed
The plugin will add one more action for databank - Filter correlated strategies, and it will delete too correlated strategies from databank.
There will be an article about how this works - the functionality is based on work of user from coding session.