Normal
Just to add to the discussion, I also find option 3 to be the best of the above. I use different custom backtest procedures to cater for the different custom metrics that I'm after given whether a system is mean reverting or trend following.Save a bunch of Custom Backtest Procedures under their appropriate names and call them as required.
Just to add to the discussion, I also find option 3 to be the best of the above. I use different custom backtest procedures to cater for the different custom metrics that I'm after given whether a system is mean reverting or trend following.
Save a bunch of Custom Backtest Procedures under their appropriate names and call them as required.
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