Comment by farnja

Hey! This is very cool, very fast. One thing I would suggest is the ability to specify a list of securities rather than a single security. In my experience, if you're going to test a general heuristic for trading, you're going to want to test it across as broad of a spectrum as possible to determine if it really has some predictive abilities. Obviously, this requires a lot more computational power if you're applying your rules to everything in the Russell 3000 rather than just a single security. The results would then be the composite of all trades across the securities.