Matthias
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46809f08fe
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Merge branch 'develop' into feat/short
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2022-01-07 10:13:16 +01:00 |
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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
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removed a few todos
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2021-12-31 07:30:01 -06:00 |
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Sam Germain
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84c121652a
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Added more todos
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2021-09-10 23:42:16 -06:00 |
Jose Hidalgo
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fd110c7d62
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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 |
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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 |