13 Commits

Author	SHA1	Message	Date
Matthias	9e199165b4	Update protection-interface to support per-side locks	2022-04-24 14:33:24 +02:00
Matthias	46809f08fe	Merge branch 'develop' into feat/short	2022-01-07 10:13:16 +01:00
Matthias	09fae25c94	Fix some tests after drawdown calculation change	2022-01-04 17:07:31 +01:00
Sam Germain	9a220f6cfe	removed a few todos	2021-12-31 07:30:01 -06:00
Sam Germain	84c121652a	Added more todos	2021-09-10 23:42:16 -06:00
Jose Hidalgo	fd110c7d62	The error that it prints says the contrary to what ... was evaluated. ex. Trading stopped due to Max Drawdown 0.79 < 0.2 within 48 candles	2021-04-20 11:50:53 -06:00
Matthias	0d2f877e77	Use absolute drawdown calc	2021-02-27 09:32:59 +01:00
Matthias	f047297995	Improve wording, fix bug	2020-12-07 15:48:06 +01:00
Matthias	98c88fa58e	Prepare protections for backtesting	2020-12-07 11:39:01 +01:00
Matthias	0e2a43ab4d	Add duration_explanation functions	2020-12-07 11:12:09 +01:00
Matthias	eb952d77be	Move lookback_period to parent __init__	2020-12-07 08:27:14 +01:00
Matthias	f06b58dc91	Test MaxDrawdown desc	2020-12-07 08:23:10 +01:00
Matthias	089c463cfb	Introduce max_drawdown protection	2020-12-07 08:23:10 +01:00