Hello,
I am trying to implement the Accelerated Dual Momentum strategy using fund data (VFINX, VINEX, VUSTX, VIPSX, etc) by importing data through Dropbox. I have managed to make it work for when leverage = 1. However, when I set leverage>1 the model throws me an error “Insufficient Buying Power”. I have tried introducing a cash buffer but that doesn't fix. Neither can I get higher resolution data (hourly/minute) as this is end of day fund NAV data. Any help with trying to make this work will be really appreciated!
Thanks
Varad Kabade
Hi ATK23,
We would need to ensure that all our previous positions are liquidated before we send out new orders. We need to make the following changes:
Refer to the attached backtest.
Note that we limit the number of points a chart can have to 4000. If you see the error Exceeded maximum points per chart, data skipped, then you have hit this limit and should reduce your sampling frequency.
Best,
Varad Kabade
ATK23
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