Python code from 'Advanced Future Trading' bugy? #1396
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Mr. Carver does have two mean reversion rules implemented: https://github.com/robcarver17/pysystemtrade/tree/master/systems/provided/rules |
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Dear all,
I would like to test chapter27 from “Advanced Future Tranig” and first tried the Python code from the book.
Unfortunately there is a problem in the function from Chapter3 in line 222. instrument_risk_ann_perc=instrument_risk_ann_perc[-1] is unresoled.
Even in Chapter27 there is an unknown 'current_price':
Does anyone else have this problem?
Or has someone already "Mean reversion" implemented as a rule?
Thank you very much
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