Hi, I've attached a backtest which firstly gives me a type error with price if I don't assign a period to insights for some reason (I'd like not to use a period but I have so I can show the second issue) and then gives me a object reference not set to an instance of an object error when I try to emit flat insights to close positions...
Thanks
Shile Wen
Hi Tristan,
The error is because in the case when the spread is not greater than the upper threshold and not lower than the lower threshold, no insights are returned. Thus, we need a final else clause to catch this case and to return the flat insights. I've shown this in the attached backtest.
Best,
Shile Wen
Tristan Farran
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