Hello, How to code this strategy ?
Strategy to backtest Be 8 days long. Then 5 days cash. Then 6 days short. Then 8 days cash. Repeat cycle. Be 8 days long. Then 5 days cash. Then 6 days short. Then 8 days cash. Repeat cycle. Etc.. Thanks,
Hello, How to code this strategy ?
Strategy to backtest Be 8 days long. Then 5 days cash. Then 6 days short. Then 8 days cash. Repeat cycle. Be 8 days long. Then 5 days cash. Then 6 days short. Then 8 days cash. Repeat cycle. Etc.. Thanks,