Hello! I read the vignette and I don't understand the concept with weights, how it even works....
I would appreciate it if you could make a simple clean backtest example.
e.g. average crossing strategies
1) simple crossing signal
2) one ticker
3) commission accounting
To make it clear what is what and what comes from where ..
I would appreciate
Hello! I read the vignette and I don't understand the concept with weights, how it even works.... I would appreciate it if you could make a simple clean backtest example. e.g. average crossing strategies 1) simple crossing signal 2) one ticker 3) commission accounting
To make it clear what is what and what comes from where .. I would appreciate