Need some help with CBT.
In the following CBT code, I want to buy on First of Month with delay =1,
MaxOpenPos of 3 and Worst1 of 6. This works fine.
On other than First of Month, want to test the following:
(1) Is it best to sell a ticker and not replace if ranking
for the ticke
Hi,
I'm hoping for a little nudge on how to set things up utilizing the
custom backtester object to do conditional exits.
For example, I'd like to be able to evaluate a condition and if True
then exit on the close, or if False then exit on tomorrow's open.
Can anyone help me along?
Thanks!!!
