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chrism2671 / PyTrendFollow

PyTrendFollow - systematic futures trading using trend following
MIT License
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Feature: panama_prices backwards #22

Open JoaoAparicio opened 6 years ago

JoaoAparicio commented 6 years ago

Currently core.instrument.Instrument has a method panama_prices() which computes the panama_prices going forward.

Feature: create a new function, or a boolean argument passed into panama_prices(), which computes the panama_prices backwards (i.e. starting from the most recent date and going back).

chrism2671 commented 6 years ago

Not sure there's much point to this, apart from perhaps making it 'look good'?

A quick solution would be to transpose the entire panama series by today's current price diff()