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chonkerboi / prosperpy

Automated trading framework
MIT License
2 stars 2 forks source link

Alpha Engine #1

Open mailfilter888 opened 6 years ago

mailfilter888 commented 6 years ago

I see this is taken from the Alpha Engine project. What start is your implementation as I would be interested to know how your looking to re-adapt it. It looks like your integrating some indicators as well like the HMA - are you using them to know when to enter the trade? Thanks.

chonkerboi commented 6 years ago

After backtesting the alpha engine I was not able to get better results than simple MA crossover. Because I ported the code from Java without having a deep understanding of the alpha engine mechanics I did not want to continue down this road (how to debug something that I don't understand?).

All the indicators were for comparing different strategies.

I am currently working on a different version of prosperpy but I am still pondering making it public.

mailfilter888 commented 6 years ago

If you decide to make it public I'll let you know how I go with my backtesting with tick data. Unfortunately I use mt4, so can only assist with an EA for that platform.