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    lookback period

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    • R
      rezhak21 last edited by

      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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      • support
        support @rezhak21 last edited by

        @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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        • R
          rezhak21 @support last edited by

          @support understood thnx

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