Hi all, new here and testing things out. I’m a statistician experienced in R and Python but admittedly I am not a software engineer so I’m trying to get the hang of Seetu. So far so good, but I have a slight snag.
Let’s say I want to have “variable” position sizes that depend on some technical parameter. For argument’s sake, suppose the algorithm takes the following shape:
How can I code the backtest and signal so that the position size depends on my predefined list of indicator values?
