Hi there
I do have some rotation strategies running with a weekly rebalancing. For back testing and live trading I use(d) the daily date scale as I was used to for my block strategies. Now I'm a bit uncertain if this is correct or I have to switch the date scale to weekly.
Kind regards,
Damian
I do have some rotation strategies running with a weekly rebalancing. For back testing and live trading I use(d) the daily date scale as I was used to for my block strategies. Now I'm a bit uncertain if this is correct or I have to switch the date scale to weekly.
Kind regards,
Damian
Rename
Using the daily scale is fine. The rebalancing just indicates when the Rotation Strategy checks to see which symbols should be swapped in/out.
Many thanks Glitch for the fast reply
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