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オープンのminTargetProfitPercentの設定を1%に
設定した場合に、仮にも全平均2%(勿論分散が大きいかもしれませんが)
だとすると価格差が開く傾向にありエグジットできる
可能性が下がると思います。プラスの予想収益
のみのログ(できれば、フィールドに時刻と予想利益を
csvで書き出しできるもの)があり、それを
元に統計を取れば、チューニングの閾値を
各々決定でき裁定…
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Out of the box installation of QSTrader on CentOS7 with python3.5.2 breaks here:
(qstraderp3) [root@server examples]# python buy_and_hold_backtest.py
Traceback (most recent call last):
File "bu…
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Hello,
Reading the code I was pretty sure `FillEvent` doesn't have correct timestamp/price
In fact a strategy generate a `SignalEvent` which is sized, and risk measured so we have an OrderEvent (mark…
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It seems a lot of the functions in simple-statistics assume the type of the input is correct which leads to some inconsistent output when it's not. Here are some examples if someone makes the understa…
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Hi,
Hope you are doing well. I am a not a experienced user, :) and I have encountered this error log, (you can find below) my host says this is due to a bug in the WonderCMS code. Any help will …
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@tmcw Looks like there isn't much in the way of high quality statistics modules available in deno right now, so I wonder if it might make sense to publish this one? I don't actually know what's involv…
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I've searched within all document and code, it seems there is no function for Coefficient of Variation
: https://en.wikipedia.org/wiki/Coefficient_of_variation
I assume it will look like this : h…
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https://simplestatistics.org/docs/#ckmeans
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I was using linearRegression in an Observable notebook and getting strange results. So I tried a test case that produced obviously incorrect results:
ss = require("simple-statistics@7")
line = ss…