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Open Feature request MC-1356

daily basis optimization criteria
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Description

The idea is to develop an optimization criteria which looks for daily netprofits instead of total netprofit of the strategy.
For example, let's suppose a $1000 in total NetProfit, and the daily profit's were:
day 1) $100
day 2) $300
day 3) - $200
day 4) $800
With this enhancement, traders will be able to capture opportunities which daily profits were all positive, for instance:
day 1) $200
day 2) $300
day 3) $100
day 4) $400

Steps to reproduce this issue

The idea is to develop an optimization criteria which looks for daily netprofits instead of total netprofit of the strategy.
For example, let's suppose a $1000 in total NetProfit, and the daily profit's were:
day 1) $100
day 2) $300
day 3) - $200
day 4) $800
With this enhancement, traders will be able to capture opportunities which daily profits were all positive, for instance:
day 1) $200
day 2) $300
day 3) $100
day 4) $400

Comments (0)
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Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
  • Posted by
    user-offline.png djmoura
  • Owned by
    Not owned by anyone
  • Assigned to
    Not assigned to anyone
  • Subscribers
    1 subscriber(s)
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Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
Commits (0)
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