Portfolio Traders

Overview



Rebalanced






let tds = await import("/lib/finance/traders/price-action/v1.0.0/traders.mjs");
let td = await import('/lib/finance/backtest/v1.0.0/trade.mjs');

let prices = [
	{date:'2000-01-01', IBM:100, MSFT:60},
	{date:'2000-01-02', IBM:101, MSFT:60},
	{date:'2000-01-03', IBM:101, MSFT:60},
	{date:'2000-01-01', IBM:100, MSFT:60},
	{date:'2000-01-02', IBM:102, MSFT:60},
	{date:'2000-01-03', IBM:102, MSFT:60},
];

let trader = tds.rebalanced(
    [0.2, tds.asset('IBM')], 
    [0.8, tds.asset('MSFT')], 
)

let trades = await td.calculateTrades(prices, trader);

					
Try it!


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