Section 10, Unit 7 -- Momentum

I'd say that the filter data[::h] is unnecessary since we've already computed the pct_change after h days – and in practice we can enter a position with a hold period of h days, on any day. 

Take this example where we generated the signal without the filter data[::h].







Here the signals are generated every day. But when we use the
filter data[::h]. It looks like this.





The signals are generated skipping the holding period which is 5 days here and is closer to real trading.