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kylerberry
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JACT
Just Another Crypto Trader. (gdax crypto trading bot)
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Fix portfolio management
#11
Closed
kylerberry
closed
6 years ago
kylerberry
commented
6 years ago
Portfolio stats are handled in a more sane fashion
net and percentage gains/losses may actually be calculated correctly (finally)
position is no longer opened or updated until its dependent order is matched
moved this logic to the 'match' event in the feed handlers
add slippage option to the backtest results
calculate avgLoss and avgWins
fixed incorrect slow-stochastic calculation
CandleProvider resets itself every
config.granularity
seconds (candle lows & highs were never reset causing calculations to flatten out overtime)
config.granularity
seconds (candle lows & highs were never reset causing calculations to flatten out overtime)