Is there a way to run a strategy/filter on a dataset, choose the best candidates to trade with, and only then, execute the main strategy only on this filtered list?
Any examples?
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Yes, there could be numerous ways like...
a) running the screen first and saving the candidate list to a file,
b) running the screen and saving the candidate list to Wealth-Lab's global memory for your strategy to pick up,
c) making a strategy take all trades, mark the best candidates, and then reject the less desirable trades in a PosSizer,
d) ...
You see, there's always a way.
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