Strategy Monitor - Significance of Data Range
Author: appressman
Creation Date: 4/6/2009 5:07 PM
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appressman

#1

4/6/2009 5:07 PM

I understand that the range of a strategy sets up the proper backtest of that strategy but is there any significance to the range on strategies that are alerting upon present and future events? Do I understand correctly the significance of the scale and position size as indicating, respectively, the update interval and position sized use for auto staged buys and sells?

Thanks for your help.
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Eugene

#2

4/6/2009 5:17 PM

Sure it has: a Strategy in Strategy Monitor must still have enough seed data to calculate its data series. (That of course doesn't imply the usage of "All data" or the same range as used in backtest.)
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