diff --git a/src/Backtest/strategies/FALM.jl b/src/Backtest/strategies/FALM.jl index db3c46b..f9cbb9e 100644 --- a/src/Backtest/strategies/FALM.jl +++ b/src/Backtest/strategies/FALM.jl @@ -51,7 +51,7 @@ function falm_initialize!( transactionCost::Real=0.02, # Transaction cost currency::String="FEX/USD", # Currency to use forecaster::Forecaster=LinearForecaster(1; reparameterise_window=0), # Forecasting function - httype::Int=1, # 1: Weighted Average holding time, 2: Minimum holding time + httype::Symbol=:average, # 1: Weighted Average holding time, 2: Minimum holding time min_alloc_threshold::Float64=0.7, min_returns_threshold::Float64=0.0002, ) @@ -232,7 +232,7 @@ function compute_portfolio!(context::ContextTypeA; data=DataFrame()) ) end - if context.extra.httype == 1 + if context.extra.httype == :average # Weighted Average Holding time context.extra.htcounter = round(Int, holding_time) else