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lambdaclass / options_backtester

Simple backtesting software for options
MIT License
156 stars 27 forks source link

Improve entry signal selection #75

Open jrchatruc opened 4 years ago

jrchatruc commented 4 years ago

Currently, when executing entries, the backtester picks the first entry from all the possible ones (on _pick_entry_signals). Better selection criteria should be considered.