Matthias
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667853c504
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Use Alias to type config objects
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2022-09-18 13:20:55 +02:00 |
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Matthias
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995c48b642
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Merge branch 'develop' into pairlocks_direction
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2022-05-01 14:59:04 +02:00 |
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Matthias
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c6c569b772
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chore: split BTAnalyais to metrics
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2022-04-30 14:47:27 +02:00 |
|
Matthias
|
4de0fdbfca
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Minor edits found during review
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2022-04-24 14:43:30 +02:00 |
|
Matthias
|
7c79d937e0
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Properly type "side" parameter
|
2022-04-24 14:33:24 +02:00 |
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Matthias
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b7cada1edd
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Convert ProtectionReturn to dataclass
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2022-04-24 14:33:24 +02:00 |
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Matthias
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9e199165b4
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Update protection-interface to support per-side locks
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2022-04-24 14:33:24 +02:00 |
|
Matthias
|
46809f08fe
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Merge branch 'develop' into feat/short
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2022-01-07 10:13:16 +01:00 |
|
Matthias
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09fae25c94
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Fix some tests after drawdown calculation change
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2022-01-04 17:07:31 +01:00 |
Sam Germain
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9a220f6cfe
|
removed a few todos
|
2021-12-31 07:30:01 -06:00 |
|
Sam Germain
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84c121652a
|
Added more todos
|
2021-09-10 23:42:16 -06:00 |
Jose Hidalgo
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fd110c7d62
|
The error that it prints says the contrary to what
was evaluated.
ex. Trading stopped due to Max Drawdown 0.79 < 0.2 within 48 candles
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2021-04-20 11:50:53 -06:00 |
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Matthias
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0d2f877e77
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Use absolute drawdown calc
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2021-02-27 09:32:59 +01:00 |
|
Matthias
|
f047297995
|
Improve wording, fix bug
|
2020-12-07 15:48:06 +01:00 |
|
Matthias
|
98c88fa58e
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Prepare protections for backtesting
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
0e2a43ab4d
|
Add duration_explanation functions
|
2020-12-07 11:12:09 +01:00 |
|
Matthias
|
eb952d77be
|
Move lookback_period to parent __init__
|
2020-12-07 08:27:14 +01:00 |
|
Matthias
|
f06b58dc91
|
Test MaxDrawdown desc
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2020-12-07 08:23:10 +01:00 |
|
Matthias
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089c463cfb
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Introduce max_drawdown protection
|
2020-12-07 08:23:10 +01:00 |