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


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.
profile picture


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.)
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).