I'm wondering if anyone knows of a way to scan for symbols that work well with a custom strategy in Tradestation?
Right now I'm just throwing darts at symbols I think may work with my strategy, and looking at the performance report. For me there is no substitute for looking at the actual equity curve, but it would be great to be able to at least narrow the field down to those which are profitable.
Radarscreen won't do it, because it only considers the current bar, and I would need it to consider at least 2 years of historical data.
I am able to re-code my strategies as indicators if needed, to plot certain performance metrics on the current bar, like running P/L, percent profitable, etc.