Hello, I was going through the strategy library and came across the interesting Beta Factor in Stocks Algo, but get an error when running the code from the post. I tried changing the decimal to float in the rolling window but it didn't help, not sure how to fix it.
It won't let me attach a backtest which is why I linked to it above.
thanks,
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Hi Mark,
Here is the same algo but running. I shorten the period of the backtest as it takes forever. Did not analyze if the algo makes any sense anymore or not. But it runs.
Decimal was the only problem, in the window and in the custom data class.
Fred
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