Teemu feature requests

[AlexTheLion123]

In our last meeting, @tsorro detailed 4 feature requests for the Trading Strategy backtesting solution:

• [ ] Data restructuring
• [ ] Remove top + bottom 5% of positions
• [ ] Training + Testing set
• [ ] Monte Carlo simulation for strategy testing

Data restructuring

This is where the order of the candles (or rather chunks of candles) in the price chart can be shuffled around. This can help prevent overfitting

Remove top + bottom 5% of positions

Basically, allow the user to be able to remove outlier positions from the profitability analysis

Training + testing set

As name implies, break backtesting data up into training and testing set. Best way to do this might just be for user to manually select different dates?

Monte Carlo simulation

A brief introduction: https://www.investopedia.com/articles/investing/112514/monte-carlo-simulation-basics.asp

• Being able to plot many equity curves, starting with the same initial amount (hence the 'fanning' out), on the same chart.
• Could help judge broad profitability of the strategy by using randomisation of data for backtesting

[tsorro]

I updated the description slightly and introduced the Monte Carlo simulation method