I want to add some more information to each ‘signal’ and read this information in the custom backtester.
I tried to store this information in a staticVar array but was unable to reference the correct item of this array in CBT. Using the lookup function failed, as the signal object doesn’t have a ‘datetime’ property.
Is there any workaround to send additional information with each signal to the custom backtester interface, which will then help selecting and discarding several signals. (I know it’s possible in trade object, but I’d like to have this information on the signal level).