I would like to be able to set/read variables that are independent of individual stocks and are maintained for the duration of the test period. For example, I might want to have a market state defined as either bull or bear based on some calculation that I specify. NOTE: This is currently done in the hedge function but I would like to have it work independently so that stock buy/sell rules can access the state.

Another example of a state variable might be the phase of a business cycle.

Steve
Results: Total score: 36, # of Votes: 10, Average: 3.6
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Requested by: InspectorSector
On date: 02/26/13
Category: Portfolio

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