lookback period
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I am a bit confused about the lookback period used in the backest function, it should be just N+1, where N is the longest lookback for my indicators, but I need to set it larger, why?
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@rezhak21 Hi, the lookback period used in the builtin backtest function is expressed in calendar days, while indicators are computed in trading days. As a rule of thumb, add 2 more days every 5 trading days to take weekends into account.
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@support understood thnx