Portfolio custom backtest metrics

Portfolio custom backtest metrics

Dave W.
2013-08-04 00:46:04

Hello. Is it possible within the Portfolio plug-in to get access to custom metrics developed via a money management script in the portfolio report (i.e., using the "Create Advanced Report" button)?

This would be helpful because it would allow you to match actual results to backtested results for certain custom metrics.

QuantShare
2013-08-04 17:55:41

Yes, it is possible. You just have to associate a trading system (with a money management script) to a portfolio.

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