Avg Trade Duration in objective()

Posted By: GPEngine

Avg Trade Duration in objective() - 12/18/14 04:08

Is there a way to access average trade duration (trading statistic) from a custom objective() function?

Short of that, can I use all_trades() inside the objective function
will that work as expected?
Posted By: GPEngine

Re: Avg Trade Duration in objective() - 12/18/14 06:12

err "Avg trade bars" as it's called in the Performance Report.
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