Exercise

Using chart.Posn()

One of the most enlightening things about a trading system is exploring what positions it took over the course of the trading simulation, as well as when it had its profits and drawdowns. Looking at a picture of the performance can deliver a great deal of insight in terms of refining similar trading systems in the future.

In this exercise, you will use the chart.Posn() function. This generates a crisp and informative visualization of the performance of your trading system over the course of the simulation.

Your portfolio strategy (portfolio.st) is preloaded into your environment.

Instructions

100 XP

Use chart.Posn() to view your trading system's performance over the course of the simulation for SPY.

Take Hint (-30 XP)