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InitDate and StartDate #151

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stanleyrazor opened this issue May 20, 2023 · 0 comments
Open

InitDate and StartDate #151

stanleyrazor opened this issue May 20, 2023 · 0 comments

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@stanleyrazor
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stanleyrazor commented May 20, 2023

I have an issue when running a trading strategy where the indicator and signal function are positive from the beginning i.e. the indicator indicates that i should be Long, since the beginning of my dataset

However, when running apply strategy, it does not trade at all.

Here's what I did

  1. I checked all other issues for this GitHub repo, but could not find a similar question.
  2. I checked stack overflow for such quantstrat issues, but have not found one.
  3. I ensure that initDate is one day earlier than the first date in my mktdata e.g. if my dataset starts at 2020-01-01, my initDate is 2019-12-31

I believe this issue does not need a minimum reproducible example, as it could be some undocumented update to the package.
But I'll provide one when needed.

Thanks

@stanleyrazor stanleyrazor changed the title InitDatenand StartDate InitDate and StartDate May 20, 2023
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