@backtrader said in Stock trading analytics and optimization with PyFolio and R's PerformanceAnalytics (blog post):
This analyzer should be removed. It was the 1st ever implementation and was never really reworked because
TimeReturn (which allows customization of the
timeframe independently of the data's actual
timeframe) took over.
Here the proposal would be to create an
Indicator first and then use the indicator inside the analyzer. The advantage is that you can plug the indicator directly into the
Strategy, in an
Observer or in an
I knew there had to be a better way than what I was doing. Thanks!
Don't let yourself be bothered by someone who probably only speaks about one single thing at every social event and who only sees peers in those with a PhD an his level of focus in a single topic. This may be wrong and he may be the soul of every party, run marathons every weekend and attend charity events on Tuesdays. Even in that case, don't let yourself be bothered.
Time is scarce everywhere. Shorter posts will free up some time and you'll probably keep on enjoying your own posting.
Thanks for the words of encouragement! I'm going to try to keep up the blog but not make an effort to be regular about my posts. That is too much of a commitment. Anyway, I appreciate the thought.