This is a total newbie question:
Can anyone point me to an example of backtesting a signal? That is, say I have a csv with lines like:
2016/01/15 9.37am, AAPL, Strong Buy
2016/01/15/9.49am,MSFT, Weak Buy
etc...
.and in the backtest I want to act on the signal when it occurs. I see in the docs how to connect an external data source, but would just like an example of a backtest using an external signal like that.
Thanks!
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There is a DropboxUniverseSelectionAlgorithm example in Lean algorithm folder that downloads a CSV from a dropbox link, I imagine you could use that as a starting point.
PS: The example algorithm Peter mentioned is here. This question has been asked a lot in the forums; please take a look around and you'll find most of the answers you're looking for :)
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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