search

FX31337 / FX-BT-Scripts

:page_facing_up: Useful scripts for backtesting.
MIT License
34 stars 39 forks source link

Add model generation for Control points and Open prices #92

Closed onyb closed 7 years ago

onyb commented 7 years ago

codemill-id-585c74c5f6f67300047eae33 fixes #89

kenorb commented 7 years ago

@onyb Thanks for PR. However the ticks still needs to be aggregated for each model as per provided samples. So -m 0 for all ticks (like this is now), -m 1 will have one control tick per timeframe (all ticks combined into one according to their OHLCV values), -m 2 will store only open prices (Open = High = Low = Close, Volume=1).

onyb commented 7 years ago

@kenorb I am not working on the next set of improvements at the moment, so you may unassign me from #89. I will grab it again when I have time.

kenorb commented 7 years ago

@onyb I'll merge it for now, since it's adding placeholder for the param (to avoid any further conflicts), when you find the time, you can complete that by adding a new PR.