Closed mikeejazmines closed 2 years ago
I noticed that shorting did not completely work yet. I fixed the shorting logic so that it follows the following steps:
If buy signal:
If sell signal:
Notebook under examples is labelled as 2022-03-01-backtest_crypto_short
2022-03-01-backtest_crypto_short
Testing worked as expected:
Long only orders:
Long and short orders:
General results:
Description
I noticed that shorting did not completely work yet. I fixed the shorting logic so that it follows the following steps:
If buy signal:
If sell signal:
Notebook under examples is labelled as
2022-03-01-backtest_crypto_short
Testing worked as expected:
Long only orders:![Screen Shot 2022-03-04 at 2 51 22 PM](https://user-images.githubusercontent.com/12680278/156714027-bfa9fa41-6c67-40a0-a4ea-3031eef7f2bf.png)
Long and short orders:![Screen Shot 2022-03-04 at 2 51 55 PM](https://user-images.githubusercontent.com/12680278/156714093-27eab42c-1da1-45a4-ba9a-9becd05f570d.png)
General results:![Screen Shot 2022-03-04 at 2 52 20 PM](https://user-images.githubusercontent.com/12680278/156714166-15813acc-604b-40cf-9407-cebc55f0dfe6.png)
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