Misleading #2
Description
Hello Javier,
By modifying end_idx = data[data['timestamp'] <= current_date].index[-1] with strict inequality, it does not generate the attached graphs for the new strategy ; Sharpe is even negative.
And it is worth noticing it is the only strategy you are able to play!
Unfortunately first one by construction will always have the same shape (unless predictions diverge more and more from actual prices)
Best regards,