1.9.65.122
Fix commission info assigment and orderref seeking in OandaStore (PR#367)
Add strategy type to OptReturn (PR#364)
Fix prepend_constant for OLS_Transformation (PR#368)
Fix LogReturnsRolling compression when not specified (PR#369)
Have ints instead of bools in some values with 1 Trade in TradeAnalyzer
@spyamine said in Stock Screening:
Hi, I've tryed to test your code but unfortunatly it didn't work properly as the compiler do not reconignize "pos.data" from this line "{pos: pos.data for pos in self.getpositions() if pos}" and also i suspect this line too "self.order_target_percent(data, target=self.perctarget)" the self.order_target percent part. Can you please share the full code that works for you?
It is a hand-crafted snippet, giving an indication and orientation as to how a proposed algorithm could be implemented.
Outputs -
ref - bt's unique trade identifier
ticker - data feed name
datein - date and time of trade opening
pricein - price of trade entry
dir - long or short
dateout - date and time of trade closing
priceout - price of trade exit
chng% - exit price to entry price ratio
pnl - money profit/loss per trade
pnl% - proft/loss in %s to broker's value at the trade closing
cumpnl - cumulative profit/loss
size - max position size during trade
value - max trade value
nbars - trade duration in bars
pnl/bar - profit/loss per bar
mfe% - max favorable excursion
mae% - max adverse excursion
I am creating a new feed to Bitmex similar as the Yahoo Api (that is not working anymore).
Here is the docs: https://www.bitmex.com/app/restAPI.
What's guidelines I can adopt to contribute?
