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quantatrading / Quanta-exoTrader

Quanta exoTrader is an advanced cryptocurrency trading algorithm designed to optimise trading through automation and detailed technical analysis, suitable for both novice and experienced traders.
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[BUG] Underlying history table calculations not correct #48

Open quantatrading opened 2 months ago

quantatrading commented 2 months ago

Describe the bug A difference in how history tables calculate returns used on sortino and sharpe does not use the same calculations as ROTC. Both of these should be the same.

Related to TV or exoTrader exoTrader

To Reproduce Steps to reproduce the behavior:

  1. Go to '...'
  2. Click on '....'
  3. Scroll down to '....'
  4. See error

Expected behaviour ROTC and history tables must share the same calculation

quantatrading commented 2 months ago

history table now uses same calculations so sortino and sharpe calculate on the correct basis calculations of downside and squared deviation

quantatrading commented 2 months ago

Promoting to live environment