Closed shevkoplyas closed 4 years ago
also file: abbass2/pyqstrat/blob/master/pyqstrat/notebooks/pair_trading_strategy.ipynb has typo:
Let's build a aimple pair trading strategy
Dmitriy,
Thanks for pointing these out. Will fix.
On Jun 11, 2019, at 5:53 PM, Dmitry notifications@github.com wrote:
also file: abbass2/pyqstrat/blob/master/pyqstrat/notebooks/pair_trading_strategy.ipynb has typo:
Let's build a aimple pair trading strategy
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Hi Sal!
Thank you for your great framework!
Noted little typo in file: "pyqstrat/blob/master/pyqstrat/notebooks/building_strategies.ipynb". Symbol should be "PEP" instead of "BTC" in this line:
plot = pq.Plot([indicator_subplot, signal_subplot], title = 'BTC', show_date_gaps = False)
Also in the zoomed in chart, where you say: "This is hard to see clearly so let's look at a smaller date range": why red "Signal" line reaches value -2 right after 14:14:45 time mark exactly at the vertical dashed line? Blue indicator price line did not cross the green dashed lower_band line. Same -2 flat "Signal" observed around 16:11:45 time mark even though at the begining of that -2 flat section blue price line almost touched sma before breaking out of the lower band, which should be -1 value of "Signal" line. (and lots of similar mismatches if you look closely).
Cheers, Dmitry Shevkoplyas