Would love to be able to make custom sorting criterias for backtesting.
Sometimes i would like to sort by median gain and sometimes have ideas for things i whant to test..
Also if i can take in signals from other markets/systems. Aka if system A is onmarket (=1) then system B can use that in what ever way.. Maybe in the same way just add a function called StratergysignalOut?
Then other systems can use any market or system. With StratergysignalIn[stratergy sorce], or something along those lines…