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Description
I have an issue when running a trading strategy where the indicator and signal function are positive from the beginning i.e. the indicator indicates that i should be Long, since the beginning of my dataset
However, when running apply strategy, it does not trade at all.
Here's what I did
- I checked all other issues for this GitHub repo, but could not find a similar question.
- I checked stack overflow for such quantstrat issues, but have not found one.
- I ensure that initDate is one day earlier than the first date in my mktdata e.g. if my dataset starts at 2020-01-01, my initDate is 2019-12-31
I believe this issue does not need a minimum reproducible example, as it could be some undocumented update to the package.
But I'll provide one when needed.
Thanks
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