Hello,

I am trying to determine what is the proper way to organize my work :

I have several model (moving average, bollinger bands...) that I run using
sevral set of lookback periods.

Within quantstrat, should I have:
- a strategy per unique combination of (model, lookback period) ?
- a strategy per unique combination of model, so a strategy would be a
model applied to a set of lookback period ?
- something else ?

Or am I mixing strategies and portfolios ? As I can read that
"applyStrategy()" will run one strategies in one or many portfolios.

Would it be possible for one of you to clarify what is the role of
portfolios versus strategies and their link to models and look back period?

In the end, my goal is to backtest my set of model x lookback period to see
what is the result at an aggregated level.

Thanks,
S

	[[alternative HTML version deleted]]

