New answers tagged backtesting
While I've never used SIT, I have used quantstrat quite a bit and can attest to its strength. It has a solid developer community backing it (7 contributors on Github), is part of the TradeAnalytics project on R-Forge, and while it's still technically in beta, it should provide plenty of functionality. There is admittedly a pretty steep learning curve when ...
Note: Assuming you're a bit of a beginner trying to learn the ropes of how this whole process works at a high level, I can definitely make a couple recommendations (if I'm interpreting that wrong then I apologize if the explanation below isn't what you're after). If you're trying to learn some basic backtesting fundamentals, while QuantStart is an amazing ...
My understanding, in that context, is that signal indicates that you want to hold a share (signal is 1) or hold no shares (signal is zero). Therefore taking the diff will tell you if you want to buy (signal zero to 1, diff is 1), sell (signal 1 to zero, diff is -1) or do nothing (signal stays at zero or stays at 1, diff is zero).
I am also interested in the answer to this question, and would like to expand a little bit on it as well. First of all, let me add some value in terms of a partial answer: There are restrictions on when short selling is allowed. According to the SEC, and the "Alternative Uptick Rule" short selling is not allowed on "a stock that has dropped more than 10 ...
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