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If I am using a standard indicator provided by QC, do I need to re-warm up them:
- post stock split?
- post dividend payout?
- Does the re-warm up requirement different for back testing and for. live testing?
- Does the re-warm up requirement different if I am also trading options due to the use of DataNormalizationMode.Raw
- Can Lean take care of it freeing the algo developer to focus on creating alpha?
Along the same lines, I am wondering why the algo developer needs to worry about things. such as the initial warm-up at all? It will be cool if LEAN can take care of it.
Varad Kabade
Hi Manoj Agarwala,
We need to Reset our indicator and warm it up again in case of a Split/Dividend event.
Does the re-warm up requirement different for back testing and for. live testing?
There will be no change regarding the warm-up logic between backtesting and live trading.
Can Lean take care of it freeing the algo developer to focus on creating alpha?
Thank you for the suggestion.
Refer to the attached backtest for reference.Best,
Varad Kabade
Manoj Agarwala
Thanks!
Manoj Agarwala
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