I'm testing a strategy on the ES, which is a quarterly instrument. I can certainly run a strategy for the quarter. Under Account Performance tab, then I can generate a report, to measure the overall performance of that strategy.
The challenge I have is, when I want to do this over a full year, measuring overall. I can seemingly only run a strategy by a quarter. Then, for the year, I need to add up the four quarterly results, and calculate myself.
As an example, for 2016, I run my strategy for Q1 2016, and generate the strategy results. Then, I restart and run my strategy for Q2 2016, and generate the strategy results. I then need to merge the Q1 strategy results, into the Q2 strategy results by hand. Ditto for Q3 and Q4.
Instead, I just rather run the strategy for the entire 2016 overall all the quarterly instruments, and have the performance calculated.
Possible? Thanks again.
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