Clear Filters
Clear Filters

Backtest Strategy class Error

2 views (last 30 days)
Metin Akyol
Metin Akyol on 11 Mar 2022
Answered: Brendan on 31 Mar 2022
When I try to replicate this tutorial;
I am getting an error when trying to run this line (and the subsequent ones):
equalWeight_initial = equalWeightFcn(current_weights,warmupTT);
telling me that the function is not recognized. Do I need to create the backtestStrategy as an instance? The example did not do that.

Answers (1)

Brendan
Brendan on 31 Mar 2022
The equalWeightFcn is a function defined at the bottom of that file, in the Local Functions section. Are you perhaps highlighting the code and evaluating it? If so, I think you need to run the file from the top in order for it to "see" the local functions defined at the bottom of the demo.

Categories

Find more on Introduction to Installation and Licensing in Help Center and File Exchange

Tags

Products


Release

R2021a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!