Convoluted question but.

I am trying to calculate comparable annualized returns between buy and hold and created strategies without first running the strategy once and findind out when the first trade date is.


For example: lets say that you create a strategy that has a 200 day SMA so there is a chance that your first trade will occur on the 201st bar. The problem is that when calculating buy and hold, WL calculates it from the first bar rather than waiting for the first trade of your system.

Is that clear enough?

Thanks.

No, not convoluted at all since it was asked dozens of times before:

FAQ | "Missing" features > "How to start Buy&Hold from specific bar (not at bar #0)?"