Avg Trade Duration in objective()

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Avg Trade Duration in objective() #447516 12/18/14 04:08 12/18/14 04:08
Joined: Sep 2013 Posts: 504 California G GPEngine OP User
GPEngine OP User G Joined: Sep 2013 Posts: 504 California	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?

Re: Avg Trade Duration in objective() [Re: GPEngine] #447518 12/18/14 06:12 12/18/14 06:12
Joined: Sep 2013 Posts: 504 California G GPEngine OP User
GPEngine OP User G Joined: Sep 2013 Posts: 504 California	err "Avg trade bars" as it's called in the Performance Report.

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