Skip to content

Question about the momentum_backtest #46

@Erica-Ko

Description

@Erica-Ko

Hello, I am new to the toolbox. I have the following questions:

  1. When I try to modify the strategy, I add some features like ma_50, ma_200, the current ma value minus the previous one etc., and following the instruction to add those features. However, I encountered a bunch of WARNING:root:NaN or Inf found in input tensor. when running the start trading function. The sample file is attached. How should I solve the problem?
    momentum_backtest.zip

  2. May someone explains the logic of the code of Hurst components? It seems a different approach from the reference link provided or maybe I just don't understand the logic.

Thank you a lot for your help.

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type
    No fields configured for issues without a type.

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions