mjj38
- ago
*** I meant Retain NSF Positions UN-Checked

Is it possible for the back tester to count the NSF positions so that Nsf count and Nsf ratio are reported but still not retain the nsf position detail for efficient memory management?
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Cone8
 ( 23.56% )
- ago
#1
No. It wouldn't make any sense to do so because
1. the backtester would have to run another backtest to get that answer, and,
2. Backtests change IMMENSELY based on this selection. (We have a video, linked in the help, that demonstates it.)

Since that's not going to happen, just run another backtest with Retain NSF.

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After giving it a little more thought.. I think what you're asking is to provide the number of NSF positions that were rejected in the backtest, even though you understand that it's not the same as a backtest with "Retain NSF Positions".

Okay, I guess that's possible!
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mjj38
- ago
#2
Yes. The count is all I want to know. I tend to run out of memory (only have 32gb) when I run intraday strategies of 5 minutes or less but I still would be interested in filtering by the nsf ratio.
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Cone8
 ( 23.56% )
- ago
#3
Make sure to add a vote for your own request.
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