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quantstrat blotter
Started:May 24th, 2015 (02:30 AM) by pipsalottle Views / Replies:569 / 1
Last Reply:May 24th, 2015 (02:30 AM) Attachments:0

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quantstrat blotter

Old May 24th, 2015, 02:30 AM   #1 (permalink)
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quantstrat blotter

Hi, i have a simple SMA crossover system in Qanstrat which seems to work, but when i inspect the mktdata object and look at the columns "crossup" and "crossdown" which are my signal labels, i can see a 1 in both columns on the same row, i would expect there to be only a 1 in the column which created the signal?? what should i expect as i want to go through the data to inspect what has happened

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Old May 24th, 2015, 02:30 AM   #2 (permalink)
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