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Rolling basis #352

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bravegag opened this issue Jan 6, 2025 · 0 comments
Open

Rolling basis #352

bravegag opened this issue Jan 6, 2025 · 0 comments

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@bravegag
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bravegag commented Jan 6, 2025

If I wish to use the library on a rolling basis for back-testing, is there a provision to do that or do I have to do it manually? The issue with computing the TA indicators across the whole dataset and doing the back-testing is obviously the look ahead bias introduced by the TAs, for example, the BB or the MAs.

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