create_strategy_ensemble
Create and backtest a strategy ensemble across multiple stock symbols to combine base strategies and optimize portfolio performance.
Instructions
Create and backtest a strategy ensemble across multiple symbols.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbols | Yes | List of stock symbols | |
| base_strategies | No | List of base strategy names to ensemble | |
| weighting_method | No | Weighting method (performance, equal, volatility) | performance |
| start_date | No | Start date for backtesting | |
| end_date | No | End date for backtesting | |
| initial_capital | No | Initial capital per symbol |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||