Strategies
Declined: next session open fill support
Outcome: Pending
capability_unsupported: next_session_open_fill: QuantRocket’s HighMinusLow requires execution at the following session’s open and open-to-open returns, but this platform fills daily-bar decisions at the signal…
Verification Results
capability_unsupported: next_session_open_fill: QuantRocket’s HighMinusLow requires execution at the following session’s open and open-to-open returns, but this platform fills daily-bar decisions at the signal session’s close and provides no faithful next-session-open equivalent.
Analysis
HighMinusLow
Analysis
high_minus_low.py
Backtest and paper results are hypothetical. Trading involves risk of loss.