Reply To: Ranking Relative Strength

Optuma Forums Optuma Scripting Ranking Relative Strength Reply To: Ranking Relative Strength

#60231
AvatarDeepak
  • Topics: 25
  • Replies: 13
  • Posts: 38

Hii Sir,

Can RIC be used in rebalance type backtesting. I mean to say when we create year to date RIC does it will get adjusted in back date. Because when we do it in training mode it dosent adjust.

Regards,
Deepak

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