Fractional sizing, multi line indicator and backtest metrics

enzoampil / fastquant

fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!

MIT License

1.52k stars 239 forks source link

Closed johnmarkacala closed 3 years ago

johnmarkacala commented 3 years ago

• Added fractional sizing • Added multi line indicator • Added other backtest metrics