Commit Graph

15 Commits

Author SHA1 Message Date
Matthias
7c79d937e0 Properly type "side" parameter 2022-04-24 14:33:24 +02:00
Matthias
b7cada1edd Convert ProtectionReturn to dataclass 2022-04-24 14:33:24 +02:00
Matthias
9e199165b4 Update protection-interface to support per-side locks 2022-04-24 14:33:24 +02:00
Matthias
46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias
09fae25c94 Fix some tests after drawdown calculation change 2022-01-04 17:07:31 +01:00
Sam Germain
9a220f6cfe removed a few todos 2021-12-31 07:30:01 -06:00
Sam Germain
84c121652a Added more todos 2021-09-10 23:42:16 -06:00
Jose Hidalgo
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
2021-04-20 11:50:53 -06:00
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