11 Commits

Include renames

Author	SHA1	Message	Date
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