I want to request that an option be added to the "Backtest" tab to cancel trades anytime a data spike is detected. This would help in developing more robust strategies in the evolver.
Rename
I think this is a problematic approach. Some data spikes are legit, so we would not want to just cancel a backtest on any data spike. We have spike detection build into the Data Manager (Data Integrity tab) so the best practice is to check your DataSet for spikes before proceeding to use the Evolver.
Your Response
Post
Edit Post
Login is required