Hi,
I have one practical feature request, to improve Strategy Analyzer.
We need to set specific Merge policy for each backtest.
Why we need this:
There are various types of strategies - each one of them requires different merge policy.
This is why we need to select to add a dropdown-choice (combo-box) form component to select one Merge policy for the backtest. Rational default would be value of MergeNonBackAdjusted or the one inherited from Global merge policy settings.
I have one practical feature request, to improve Strategy Analyzer.
We need to set specific Merge policy for each backtest.
Why we need this:
There are various types of strategies - each one of them requires different merge policy.
- one strategy requires exact historical prices - for example strategy, that trades round numbers. Such strategy needs to use MergedNonBackAdjusted or NotMerge policy.
- another strategy required continuous bars, because it evaluates patterns. It does not depend on exact historical prices, but requires continuous bars, without gaps between rollovers. So this strategy needs to use MergedBackAdjusted policy for merging historical constracts.
This is why we need to select to add a dropdown-choice (combo-box) form component to select one Merge policy for the backtest. Rational default would be value of MergeNonBackAdjusted or the one inherited from Global merge policy settings.
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