 Denis Tereshkin
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81ffb9f7d0
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Various updates
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6 years ago |
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Denis Tereshkin
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fc66b39e51
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Better bar synchronization
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7 years ago |
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Denis Tereshkin
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22967f0ae9
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Son of a git: part 2
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7 years ago |
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Denis Tereshkin
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077ac52ff7
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Strategy: default ticker for short* methods
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7 years ago |
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Denis Tereshkin
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ebf7a36ba1
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Son of a git
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7 years ago |
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Denis Tereshkin
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1bc6818751
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Revert "Strategy: Use 0th ticker by default in buy_at* functions"
This reverts commit 6b05ddbd68.
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7 years ago |
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Denis Tereshkin
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6b05ddbd68
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Strategy: Use 0th ticker by default in buy_at* functions
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7 years ago |
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Denis Tereshkin
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175cd008d6
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Strategy: new method: get_bars
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7 years ago |
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Denis Tereshkin
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a649929475
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EquityAnalyzer: optimized algorithm
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7 years ago |
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Denis Tereshkin
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b3910c8469
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Merge branch 'master' of https://github.com/asakul/naiback
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7 years ago |
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Denis Tereshkin
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e20d2e92a4
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Add SMA indicator
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7 years ago |
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Denis Tereshkin
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1764f58726
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Basic support for upscale/downscale
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7 years ago |
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Denis Tereshkin
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1b22f9b6f2
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New analyzer: EquityAnalyzer
EquityAnalyzer calculates bar-based equity
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7 years ago |
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Denis Tereshkin
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2a28928f17
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Variable position sizing
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7 years ago |
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Denis Tereshkin
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4cb4745599
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TradesListAnalyzer: added some fields to trades
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7 years ago |
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Denis Tereshkin
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21094256d4
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New indicator: ATR
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7 years ago |
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Denis Tereshkin
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d6899f1247
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StatsAnalyzer: render infinity as zero
Sometimes StatsAnalyzer can produce infinite or indefinete
values, such as average profit when there's zero trades.
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7 years ago |
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Denis Tereshkin
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1459f020d3
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Trades: entry & exit dates
Now positions get new metadata: 'entry_time' and 'exit_time'
which store datetime object of entry and exit bars
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7 years ago |
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Denis Tereshkin
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323006a475
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New indicators: highest, lowest
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7 years ago |
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Denis Tereshkin
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c869b7bc80
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New indicator: IBN
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7 years ago |
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Denis Tereshkin
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bcc4a48525
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Analyzers
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7 years ago |
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Denis Tereshkin
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a1c35f034e
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Basic analyzer
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8 years ago |
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Denis Tereshkin
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0b0d2f19da
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Some API changes, test data
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8 years ago |
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Denis Tereshkin
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109ee36338
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Basic indicators: rsi and ema
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8 years ago |
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Denis Tereshkin
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6192f4435c
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Strategy: enter/exit methods
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8 years ago |
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Denis Tereshkin
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3a9dc5fab6
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CSV feed
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8 years ago |
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Denis Tereshkin
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97bc399016
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Broker: closing positions
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8 years ago |
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Denis Tereshkin
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d19aed2a5a
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Broker: initial implementation
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8 years ago |
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Denis Tereshkin
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d7f8cbdc7d
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Initial commit
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8 years ago |
