Allow filtering the trade log for blackout dates
highly unlikely
M
Migration
Re-work blackout date handling
Instead of specifying blackout dates in the backtest itself, allow filtering the trade log for sets of blackout dates. This will enable checking a trade's sensitivity to blackout dates without having to re-run the backtest. CPU cycles saved! Time saved! Profit!
I would like to define my own "custom blackout date lists" within OO, each list would need a name and specify a list of dates. I would then need the trade log to allow filtering for those lists, either using a tag-like interface or a dropdown with multiple selection. The trade log table, stats and graphics would need to update with any change.
Such a feature would allow finding suitable blackouts much faster.
Z
Zom
Technically doable outside of OO with coding and normalization just like a simulated portfolio (I've done this).
There may be nuances for overnight balance calculations for drawdown that occur on the backend vs. recalculation from a front-end perspective potentially.
Some inspiration for any ambitious coders: no blackout trade log and functions switches for "No Blackouts", "Use Blackouts", and "Only Blackouts" is a very nifty 3 way switch to see the dates from 3 perspectives upon recalculation with cause/effect.
M
Matthew Simon
highly unlikely