At the moment I append results for each member of the ensemble (each backtest in the optimization) to a file in the State==Terminated section of the strategy. That works very well.
But I want to run a statistical analysis of the ensemble results (which I would have appended to a file), after the optimizer has run through all of the parameters. In this way I could generate another file which summaries the ensemble. e.g. ("Standard Deviation of Sharp Ratio" etc...).
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