Ranking In normal backtester

Optuma Forums Optuma Feature Requests Ranking In normal backtester

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    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.


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    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.

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    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


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