Comment on algoZ - An Introduction
commented on
03 Oct 2013, 10:56 AM
The algoZ script will treat each trade day individually without considering the previous day’s positions. However, this will not affect your strategy in any way.
If you had taken a position the previous day in NRML, then any new signal generated the next day will square off your existing position as long as the quantity is the same for yesterday and today.