-
I've tried to run the file "sma_cross_backtesting_v1.ipynb" in Google Colab, but get an error due the exucution in the Setup section #3 (below). How it can be fixed?
-------------------------------…
-
I get an error from the `count_gaining_losing` function when hitting the `root_path (localhost:4000)`
error: `no match of right hand side value: [%{false: 9}, %{true: 15}]`
image:
-
Hi,
When i run strategy tester with faster speed, i got the following error.
An exception of type 'System.ServiceModel.CommunicationException' occurred in MTApiService.dll but was not handled i…
-
Hi!
It's fascinating what you do here!
I think I have an approach that is very complimentary to what you do.
https://github.com/clojure-quant/quanta-dag-algo/blob/main/dev/src/dev/algo_boll…
awb99 updated
1 month ago
-
Current implementation is very crude - just enough to ballpark strategy & hyper combo. Backtesting is custom-built. It relies on next-state `close` prices for PNL; buys/sells on `close` (instead of bu…
-
```
Forex support should be added. This would mean:
* completing Instrument.isForex()
* completing the forex InstrumentType
* supporting MIDPOINT instead of trade in historical data
* allowi…
-
```
Add support for Strategies to pick up their list of instruments dynamically
at runtime. For example, a strategy which trades the top 10 list of gappers.
This may make backtesting the strategy mo…
-
I have an idea that could potentially improve live results.
Would it make sense to feed the genetic algorithm 90% of the time with the timeframe
as it is now, and 5%-10% with "difficult market time…
-
definitely have the tentacles for backtesting pull timeframes out the downloaded data from exchanges instead of having to go through and EDIT all the tentacles (which i cant do with the binaries), if …
-
backtesting a trading strategy that uses the ATR for stop loss and take profit but the ATR seems way too high. Its being calculated in the thousands here but when I go to trading view/binance it is on…