Hi
this was supposed to be an energy pairs trading algo.
but somewhere is a problem and I do not find it.
best
Hi
this was supposed to be an energy pairs trading algo.
but somewhere is a problem and I do not find it.
best
This was my first backtest and I tried to further on develop the algo, but I had a problem, that the alto did just stop acting on one point.
https://www.quantopian.com/algorithms/5b0dddc46b7c1e0049d2e2bb/5b0df1143ffab7448fb4fd63
In the next step I put the algo in pieces and tried to find the mistake in the logic, but cannot find it.
Help is much appreciated
kind regards
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