I want more clarification on the meaning of the nbars and why it is impacting the value of the Return?
history
(assets, columns, nbars, frequency)
Hello Ahmed,
Blueshift is great to backtest strategies so we are happy you are learning this.
nbars can be understood as the number of data periods you want to get as per the frequency you ask.
So, for example, if you ask for daily frequency, and, say, you put nbars= 5, then you will get 5 days of the asset's data. In case you ask for minute frequency the "Close" column, you will get 5 close prices each from a different minute.
I hope that helps,
Jose Carlos
It is clear now , Thanks