This seems like it should be obvious to me but I have spent a lot of time looking for a way to exclude open trades (or include only closed trades) in the portfolio backtest report and associated stats. Can anyone help point me in the right direction before I pull out what's left of my hair?
@JM2138 using the Custom Backtest interface to iterate through closed trade list you could use GetFirstTrade() / GetNextTrade() methods of Backtester object
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
// trade variable now holds Trade object
From the User Guide,
Thanks for the direction, much appreciated!