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Open Feature request MC-1956

different strategies within a Portfolio, to have different Data-Ranges

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Description

It would be very useful to be able to set different Data-Ranges to different Strategies, or to different instruments within a strategy.
Usecases would be from symultaneously testing a strategy in different time-frames to symultaneously testing the same instrument in different timeframes, with different parameters set.
This would tie perfectly with Walk-Forward-Optimization, where each Data-Range could be an Out-Of-Band time-frame with its own individual parameters, and would provide true OutOfBand statistics for an instrument.

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Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Not Reviewed
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  • Type of bug
    Not triaged
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    Not triaged
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  • Severity
    Normal
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