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Description
Discussed in #486
Originally posted by AetherTL September 30, 2021
The entry size plot shows a short signal was received at around March 1987, but no trade has been made, I don't know why
I was using the HSI index as the dataset, and the strategy is simple, if the Z-value < -threshold the short the index, if >threshold then long it, it works at Oct 87 but failed at March, I am confusing now
Issue: #486 (comment)
Example in https://colab.research.google.com/drive/1l4Ki7tcdlhjEqfcuhdETdxbupIwyB6KS?usp=sharing