I want to use the allocation weights I define at point in time "t" at point in time "t+1". I tried using your multi-pass backtester, but without any success. How can I do that? Can I save the state of my simulation between iterations?
R
Best posts made by rezhak21
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Saving weights and using them for tradingposted in Strategy help
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lookback periodposted in Support
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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example not accepted as submissionposted in Support
hi, cloned one of your examples and then submitted, but it got rejected, it is not in running state, I thought examples should work fine....