How to submit stateful long short
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Hello, I just found a new example about stateful long short. Link here:
https://github.com/quantiacs/strategy-stateful_long_short_with_exits/blob/master/strategy.ipynb
I would like to ask how to convert from multi backtest to single backtest and submit to the contest? Besides, if we keep the multi backtest, how to submit? Thank you. -
@newbiequant96 Hi, the template is a "working code" still to be finalized and published among the templates in the account area, however the logic behind is strictly multi-pass and a conversion to single pass is not really so straightforward.
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Has anyone tried converting a multi-backtest strategy to a single backtest? I did! I found it helpful to iterate through the assets within a single backtest loop, keeping track of positions in a dictionary. It's a bit more complex, but allows for easier integration of exits. Does anyone else play Basket Random ?
