Skip to content
#

trading

Here are 2,503 public repositories matching this topic...

Lean
AlexCatarino
AlexCatarino commented Jan 23, 2022

Expected Behavior

The EmaCrossAlphaModel is not warming up its indicators.

Actual Behavior

All indicators are warmed up as soon as possible.

Potential Solution

Add

algorithm.WarmUpIndicator(added.Symbol, fast, _resolution);
algorithm.WarmUpIndicator(added.Symbol, slow, _resolution);

at lines 107 and 108 of EmaCrossAlphaModel.cs and change to `EmaCross

ta
markdregan
markdregan commented Jan 7, 2022

Wondering if this already exists? If not happy to create if valuable.

I'm looking for a mapping from the column names outputted, to the actual technical indicator it represents.

examples:
momentum_ao == "Momentum, Awesome Oscilator"
momentum_kama == "Momentum, Kaufman’s Adaptive Moving Average (KAMA)"

Can help quickly grasp what the features represent without having to refer back to do

Superalgos
teehanming
teehanming commented Jan 26, 2022

Is your feature request related to a problem? Please describe.
Ugly title for asset new asset. The asset node gets New Asset title after entering the codename.

Describe the solution you'd like
auto rename by referring the codeName --> iconName
set iconName as variable.

Describe alternatives you've considered

Additional context
Add any other context or screenshots

backtesting.py
zillionare
zillionare commented Apr 30, 2021

this is how Buy & Hold Return is calculated:

        c = data.Close.values
        s.loc['Buy & Hold Return [%]'] = (c[-1] - c[0]) / c[0] * 100  # long-only return

so it's calced use day one and the day last.

Expected Behavior

Buy & Hold Return is used for compare with strategy gain. Therefore, I guess they should started at same time, since the strategy get enough data to w

Improve this page

Add a description, image, and links to the trading topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the trading topic, visit your repo's landing page and select "manage topics."

Learn more