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January 2020

by on January 2, 2020 in Introduction, Python, Sector Analysis, TradingSimula-18

An Explanation of the numPosCurrentSector function

Here is some code and visual aid to help understand how TradingSimula-18 figures out how many current positions are in the same sector as the market that is currently being tested. Now that I know the sector the current market belongs to I can use that information to extract the total positions in that sector. […]

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This site is home to George’s Excellent Adventure into TradingSimula_18 and Python.  George grew tired of the old and expensive back testing software so he created his own and now is able to test and develop  Trend Following Systems utilizing EOD data and EOD intra-testing portfolio management.  This software, TradingSimula_18 can be found in his Trend Following Systems: A DIY Project – Batteries Included book – now in its 2nd edition.

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