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milktrader/backtest_one_liner.jl

Created January 11, 2014 15:19
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One liner backtest algorithm in Julia
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backtest_one_liner.jl
julia> plot(cumsum(value(when(lead(percentchange(Op, method="log"), 2), index(istrue(sma(Cl,10) .> sma(Cl,30)))))))
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