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@aaron-makowski
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@aaron-makowski aaron-makowski commented Sep 25, 2022

  • added shorting capability
  • added 'both' as a valid 'backtest.side' param
    -- entry opens long and closes short, and exit closes long and opens short
  • changed default fees to 0.075% because standard taker fees
  • slippage to 0 by default
  • updated SMA + BB demo strategy examples

Testing Adding Shorting + Larger Chart Windows than 1000
direction=Direction.ShortOnly
gitignore history
Update Fees Error
Change init cash back to 100
Remove DIRECTION
Allow amount of candles for chart
Add BOTH mode to long & short
Update Readme
@aaron-makowski
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demo (might need to simplify the stratgey in the notebook to test, but it tests long short and both for you guys

https://colab.research.google.com/drive/18ybeVjhV68PPh1JdLE9LZHAr57ELUFvU

@koreal6803
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Appreciate all your effort! We will test it and merge to the master branch.

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2 participants