Commit Graph

7 Commits

Author SHA1 Message Date
Matthias
0d2f877e77 Use absolute drawdown calc 2021-02-27 09:32:59 +01:00
Matthias
f047297995 Improve wording, fix bug 2020-12-07 15:48:06 +01:00
Matthias
98c88fa58e 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 2020-12-07 08:23:10 +01:00
Matthias
089c463cfb Introduce max_drawdown protection 2020-12-07 08:23:10 +01:00