Custom Performance Metric
Somewhat new coder question:
Can you use the custom performance metrics functionality to create a "per trade" metric that would show up as a separate column in the "Trades" display of the Strategy Performance?
For example I am creating a figure of merit, that is calculated on a per trade basis. I would like this figure of merit to show up as a column for each trade, like MAE, or MFE does.
if not via custom performance metric, is there another way to do this?
thankx
Can you use the custom performance metrics functionality to create a "per trade" metric that would show up as a separate column in the "Trades" display of the Strategy Performance?
For example I am creating a figure of merit, that is calculated on a per trade basis. I would like this figure of merit to show up as a column for each trade, like MAE, or MFE does.
if not via custom performance metric, is there another way to do this?
thankx
Comment