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 |
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Matthias
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f047297995
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Improve wording, fix bug
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2020-12-07 15:48:06 +01:00 |
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Matthias
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98c88fa58e
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Prepare protections for backtesting
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2020-12-07 11:39:01 +01:00 |
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Matthias
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0e2a43ab4d
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Add duration_explanation functions
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2020-12-07 11:12:09 +01:00 |
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Matthias
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eb952d77be
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Move lookback_period to parent __init__
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2020-12-07 08:27:14 +01:00 |
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Matthias
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f06b58dc91
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Test MaxDrawdown desc
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2020-12-07 08:23:10 +01:00 |
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Matthias
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089c463cfb
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Introduce max_drawdown protection
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2020-12-07 08:23:10 +01:00 |