fix bug in backtest, typo in example strat

This commit is contained in:
robcaulk
2022-06-19 16:41:09 +02:00
parent 3599d18ff6
commit b35c64b6c0
2 changed files with 2 additions and 2 deletions

View File

@@ -100,7 +100,7 @@ class FreqaiExampleStrategy(IStrategy):
informative[f"{coin}20sma-period_{t}"] = ta.SMA(informative, timeperiod=t)
informative[f"{coin}21ema-period_{t}"] = ta.EMA(informative, timeperiod=t)
informative[f"%-{coin}close_over_20sma-period_{t}"] = (
informative["close"] / informative[coin + "20sma-period_{t}"]
informative["close"] / informative[f"{coin}20sma-period_{t}"]
)
informative[f"%-{coin}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)