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Composite rankings in momentum scanner

Scheduled Pinned Locked Moved Momentify
@askprashant
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  • S Offline
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    Shubham Mishra
    wrote on last edited by Shubham Mishra-1746428414523
    #1

    Does the backtesting not take into account the composite weighted rankings. I am getting similar backtested results even after taking different weights for different ranking periods. It is only taking default weight as 1.

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    Pranav Pareek
    wrote on last edited by
    #2

    Yes, your observation is correct. I also faced the same. For the time being the way out - lets say you want to wright 252 period as 3 and 20 period as 1. then repeat 252 - 3 times and keep 20 in last cell

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