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
0271cc8a5e
TST strat summary txt
2021-05-26 14:40:36 -07:00
Kevin Johnson
10662ed1e6
TST strategy results update
2021-05-21 10:01:06 -07:00
Kevin Johnson
b7d64a2ed7
ENH #284 inc and dec strict speed boost TST talib stoch and stochrsi DOC notebooks update
2021-05-19 15:41:21 -07:00
Kevin Johnson
f30fe232af
ENH #283 vhf indicator TST vhf
2021-05-11 14:24:24 -07:00
Kevin Johnson
5ed5d6049c
ENH kvo indicator #280 MAINT refactoring
2021-05-05 09:55:49 -07:00
Kevin Johnson
66890ad3fc
ENH talib enh yaml check DOC example notebook updates
2021-05-03 16:15:26 -07:00
Kevin Johnson
294a1c5a00
ENH #254 BUG #271 thermo DEP trade_return ENH tsignals erf DOC updates
2021-04-22 10:19:48 -07:00
Kevin Johnson
9b6217275c
ENH #214 chop ln addition DOC and TST update
2021-04-17 10:04:36 -07:00
Kevin Johnson
4a5e72235d
ENH #262 cdl_z and cti DOC update MAINT refactoring
2021-04-17 08:42:03 -07:00
Kevin Johnson
3afd74564f
ENH #267 stc added with refactoring DOC readme updates TST stc added
2021-04-11 09:21:01 -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
6f94d58ce7
Merge branch 'pr/261' into development
2021-04-10 11:03:15 -07:00
Kevin Johnson
9a7dd6f816
ENH cksp tvmode option with book defaults
2021-04-10 10:52:19 -07:00
Kevin Johnson
0598e14e15
Merge branch 'pr/260' into development
2021-04-10 10:33:25 -07:00
Kevin Johnson
a360c17df6
ENH yf info output ENH trend_return vectorbt prep DOC example nb updates
2021-04-10 09:47:31 -07:00
M6stafa
32c786fe74
ENH add cdl_pattern
2021-04-01 02:21:03 +04:30
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
360a26d71c
ENH #246 td_seq added DOC updates
2021-03-25 12:01:16 -07:00
Kevin Johnson
6b3bfe252c
Merge branch 'pr/246' into development
2021-03-21 13:26:36 -07:00
Kevin Johnson
2773f17d25
ENH #125 @244 returns None instead and runs relevant indicators in strategy MAINT refactor
2021-03-13 10:19:40 -08:00
Dorren Chen
9bd878be0f
td sequential
2021-03-12 23:40:19 -05:00
Kevin Johnson
0277894337
ENH bbands #202 ENH core added ordered and chunksize args ENH chunksize optimizing
2021-03-09 12:47:13 -08:00
Kevin Johnson
6df58b04fa
ENH + BUG #238 BUG ebsw min length
2021-03-06 16:37:42 -08:00
Kevin Johnson
1d6b8e8393
MAINT DOC refactor
2021-02-19 16:29:05 -08:00
Kevin Johnson
41911776c3
Merge branch 'pr/213' into development
2021-02-19 14:35:00 -08:00
Kevin Johnson
378c922eb9
ENH #213 ebsw indicator TST added DOC readme
2021-02-19 14:34:29 -08:00
Kevin Johnson
4e8e0f229e
TST refactor
2021-02-19 11:48:22 -08:00
Kevin Johnson
37fef45781
Merge branch 'pr/215' into development
2021-02-19 11:46:17 -08:00
Kevin Johnson
cbeef91047
ENH #215 hwma indicator TST added DOC readme
2021-02-19 11:44:46 -08:00
Kevin Johnson
ee64ca1c2e
Merge branch 'pr/216' into development
2021-02-19 11:06:42 -08:00
Kevin Johnson
82f12be4e6
ENH #216 alma indicator TST added DOC readme
2021-02-19 11:06:03 -08:00
Kevin Johnson
a66b75b9dc
MAINT #221 watchlist update + notebook updates BUG #226
2021-02-18 14:19:45 -08:00
Kevin Johnson
bb8067e422
ENH #199 core no mp option MAINT notebook refresh
2021-02-02 14:04:31 -08:00
M6stafa
35e8e56252
ENH add no multiprocessing option to strategy
2021-01-26 22:46:59 +03:30
Kevin Johnson
909d897c76
TST atr update
2021-01-19 10:06:36 -08:00
Kevin Johnson
e0d1cc1182
ENH BUG #38 vwap anchor argument fix
2021-01-18 19:57:00 -08:00
Kevin Johnson
5c3bd08a00
ENH #190 mcgd indicator added
2021-01-18 11:34:06 -08:00
Kevin Johnson
2f86d47cb1
ENH rsx indicator added
2021-01-18 09:25:54 -08:00
Kevin Johnson
4af35842ac
ENH #172 added pvr indicator MAINT refactor
2021-01-17 17:10:41 -08:00
Kevin Johnson
0c86c5b165
Merge branch 'pr/172' into development
2021-01-17 16:14:40 -08:00
Kevin Johnson
df74698126
MAINT refactor TST mod BUG lingreg return
2021-01-17 16:11:06 -08:00
Kevin Johnson
ec4e09baac
MAINT refactoring DOC + ENH log and loggeo mean #191 #175
2021-01-13 21:20:23 -08:00
twrobel
972a1c0fe0
ENH #163 Adding Price Volume indicator
2020-12-22 22:10:20 -05:00
Kevin Johnson
1679c8fabb
ENH to_utc time utility method included
2020-11-30 10:52:06 -08:00
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
99798ebd5d
TST ma test added DOC readme and ma info added
2020-11-18 13:27:56 -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
0f97532068
MAINT refactoring
2020-11-16 15:50:09 -08:00
Kevin Johnson
da59eef41d
BLD #120 bbands bandwidth included
2020-11-13 16:07:27 -08:00
Kevin Johnson