Ranking In normal backtester

Optuma Forums Optuma Feature Requests Ranking In normal backtester

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  • #60205
    AvatarDeepak
    • Topics: 20
    • Replies: 13
    • Posts: 33

    Is it possible to add a ranking in normal backtester. For example lets say i want to buy all time highest close and there are multiple signals (say 10) on same day and i have a position limitation to 5. So i can rank those 10 signals by say their rsi or volatility to buy.

    Regards
    Deepak

    #60207
    AvatarKim
    • Topics: 12
    • Replies: 15
    • Posts: 27

    I’d love to see that too; I currently use Excel to attempt to do so but it’d be fantastic to have it as part of the system.

    #60213
    MathewMathew
    • Topics: 29
    • Replies: 1,474
    • Posts: 1,503

    Not at this stage but dealing with multiple signals in a repeatable way is something I have identified as being a real issue with back tests. It will be part of the rewrite of the testing engines.

    All the best

    Mathew

    2 users thanked author for this post.
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