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Question about the momentum_backtest #46

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Erica-Ko opened this issue Jan 24, 2021 · 0 comments
Open

Question about the momentum_backtest #46

Erica-Ko opened this issue Jan 24, 2021 · 0 comments

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@Erica-Ko
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Hello, I am new to the toolbox. I have the following questions:

  1. When I try to modify the strategy, I add some features like ma_50, ma_200, the current ma value minus the previous one etc., and following the instruction to add those features. However, I encountered a bunch of WARNING:root:NaN or Inf found in input tensor. when running the start trading function. The sample file is attached. How should I solve the problem?
    momentum_backtest.zip

  2. May someone explains the logic of the code of Hurst components? It seems a different approach from the reference link provided or maybe I just don't understand the logic.

Thank you a lot for your help.

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