blotter updatePortf
Michael, Unless you want to use a new end equity over the course of your strategy (EG I started off with 100 dollars, I made 50 more dollars, I want to go forward with 150 now), there's no reason to do so that I can think of. -Ilya
On Sat, Nov 5, 2016 at 11:51 AM, Michael Chen <mwc4120 at hotmail.com> wrote:
I have found in running my own customized strategy using blotter and updatePortf that whether I call updatePortf after completely applying my strategy/transactions or call updatePortf at regular intervals like weekly or monthly after each period's transactions, the performance statistics are the same. So, is there a reason that I should updatePortf regularly during a run or just wait till the end? I am puzzled. Thanks, Michael
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