I have a few macro/market level filters I am testing and potentially using that are quite sluggish due to the amount of data they pull in, but are universal. For backtesting/signal testing and scanning it would be great to be able to directly store the results of that in a static data set rather than having to calculate them for every code in the scan.
At the moment it isn’t too bad to copy the data off the tool into a csv file (does require some formatting) and then create the code with that. But if I end up using those filters, it is a clunky process to do every time EOD data gets updated.
Probably could python it, but it would be nice to just be able to straight build a custom code from a full script.