Commit Graph
12 Commits
Author SHA1 Message Date
Kevin Johnson 36ab37a1ec ENH ebsw reflex trendflex mcgd indicators core TST update 2021-08-18 15:21:06 -07:00
Kevin Johnson 39033178ec ENH tsignals drift, amat and zscore column names and strategy kwargs returns option 2021-05-30 12:04:36 -07:00
Kevin Johnson 9b6217275c ENH #214 chop ln addition DOC and TST update 2021-04-17 10:04:36 -07:00
Kevin Johnson d65bb5a7a0 ENH cdl and cdl_pattern with talib compat added DOC cdl_pattern info + notebooks BUG yf extra output removed 2021-04-10 16:51:52 -07:00
Kevin Johnson 9a7dd6f816 ENH cksp tvmode option with book defaults 2021-04-10 10:52:19 -07:00
Luis Barrancos 4865399770 Fix Chande-Kroll stop #256, and #257
Add an optional "tvmode" parameter that controls the behaviour of the
Chande-Kroll volatility stop. The default, True, retains the used
behaviour, compatibility with Trading View. When False however, the
moving average mode used is now a simple moving average instead of the
Welles Wilder moving average and the periods used are different as well,
(10/1/9 vs 10/3/20).

Update the unit tests to account for the optional parameter, though
sadly we have no TA-lib implementation to compare with, and the Japanese
Yen Futures 09/93 contract used in figure 7.4 page 95 of the book, has
no freely available OHLC data i could find.
2021-03-30 01:13:49 +01:00
Kevin Johnson a159e5cf99 ENH #164 #162 rolling cont inc/dec check for increasing decreasing DOC update 2020-11-24 10:47:42 -08:00
Kevin Johnson 18aacc8eab ENH new ma method to simplify mamode selection and execution 2020-11-17 17:02:24 -08:00
Kevin Johnson 25cae024f9 STY fix weird formatting DOC rsi length default fix 2020-10-13 10:12:10 -07:00
James Sawyer 99973f3611 formatting fixes, PEP8 etc 2020-10-01 16:18:01 +01:00
Kevin Johnson 339461ba8e MAINT test_strategy more descriptive MAINT renamed linear_decay to decay with exp 2020-09-10 13:33:22 -07:00
Kevin Johnson 9d14ed8cac ENH #118 core mp custom strategy MAINT refactoring 2020-09-09 22:31:55 -07:00