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  1. Advanced Settings

Exclude Signal Clusters

There may be times when you want to remove signal noise from a backtest with a large cluster of signals. The Exclude Signal Clusters checkbox in the Advanced Settings serves this purpose.

When you run a backtest with this option selected, the platform will consolidate all signals within a specified timeframe into a single signal. By default the button is set to 10 days. That means in this example, if the signal exclusion is selected, a single signal will only appear once every 10 days — even if the logic that would otherwise trigger the signal occurs more frequently within that 10-day period.

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Last updated 3 years ago

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