Backtest Strategy class Error

Question

Metin Akyol 2022-3-11

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链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1669004-backtest-strategy-class-error

回答： Brendan 2022-3-31

When I try to replicate this tutorial;

https://www.mathworks.com/help/finance/backtest-investment-strategies.html

I am getting an error when trying to run this line (and the subsequent ones):

equalWeight_initial = equalWeightFcn(current_weights,warmupTT);

telling me that the function is not recognized. Do I need to create the backtestStrategy as an instance? The example did not do that.

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Answer 1

Brendan 2022-3-31

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链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1669004-backtest-strategy-class-error#answer_931569

The equalWeightFcn is a function defined at the bottom of that file, in the Local Functions section. Are you perhaps highlighting the code and evaluating it? If so, I think you need to run the file from the top in order for it to "see" the local functions defined at the bottom of the demo.