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trend-follower-strategy-backtesting
- 一个用R语言写的trend follower strategy的案例,运行时将demoData.R放在工作目录下或者设置读取路径-The indicator will be generated by R’s lag() function. The signal will be to go long(short) if the price is higher(lower) than it was a year ago. In order to equalize risk across instru