- ago
Is there a way to "ban" some tickers across all strategies from signal generation? I have a few strategy that generates signals for the ticker EA, but the stock is pending for being taken private and has been do nothing. So i want to ignore it from all my strategies before it's officially removed.

Additionally, is there a fundamental data source that has such data so we could also consider this in backtesting? Thanks.
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Cone8
 ( 17.57% )
- ago
#1
If you're not able to just remove it from your test DataSet, you can add a simple rule to "ignore" it like this at the top of Execute() for each Strategy:

CODE:
if (bars.Symbol == "EA") return;

For Blocks, add a Condition > Symbol Filter.
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- ago
#2
Thanks Cone. I was looking for whether this could be done globally by a config or something since it's tedious to modify every strategy.
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