Analysis tab in simulation report - group by Exit Rule

Analysis tab in simulation report - group by Exit Rule

Kiran
2015-06-02 02:21:06

In the Analysis tab in simulation report, how do i group results by Exit Rule? I tried "Custom" groupong, but couldnt find the ExitRule variable in the Custom script
Pl advise if theres some way of grouping/analyzing the data.

QuantShare
2015-06-02 02:48:43

Say your exit rules are:
rule1 = perf(close, 1) < 0;
rule2 = rsi(14) > 70;

You can write something like:
iffstr(rule1, "ExitRule1", iffstr(rule2, "ExitRule2", "Other Exit"))

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