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554f577803
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Add logic to all models to avoid selling and immediately buying back the same security as this is considered a Wash Trade and is illegal.
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2026-03-19 19:46:19 -04:00 |
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6d966c4f28
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Additions
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2026-02-19 09:13:15 -05:00 |
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87f36345ff
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Changes to display of Buys and Sells.
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2025-12-01 19:45:58 -05:00 |
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ac739d57f4
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Fix MGSHBacktest Edit/Close hedge positions.
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2025-08-04 22:21:48 -04:00 |
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332ed89e5a
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Add BarChart
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2025-06-30 13:17:13 -04:00 |
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57f9f4857a
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Point database to Adrastea. Fix MGSHBacktest.cs PerformanceStatistics. Provide an optimized PricingDA.GetLatestPrices() for use with the UI TradeBlotter.
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2025-05-19 17:21:26 -04:00 |
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59ba764ae2
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Updates to support calculated betas in the fundamental feed.
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2025-05-06 19:07:18 -04:00 |
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c9ec1a4ee8
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Update
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2025-05-01 11:28:28 -04:00 |
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831e43e3b2
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minor bug fix.
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2025-04-15 22:05:31 -04:00 |
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93c0642336
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Code cleanup and optimization of CMTModel, code cleanup MGSH, added ConsoleColor to MDTrace.
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2025-04-10 19:15:21 -04:00 |
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1c69861ad5
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Fix LocalPriceCache. Fix MGSHMomentum/MGSHSessionManager.cs
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2025-04-09 17:22:15 -04:00 |
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803fd5c45c
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Fix SessionManager
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2025-04-08 21:06:03 -04:00 |
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30c90cb56c
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Optimizations
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2025-03-31 15:40:02 -04:00 |
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46e080923f
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Code cleanup.
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2025-03-03 19:41:45 -05:00 |
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835c5be11a
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Add Edit/Close positions for MG and CM models. Remove the Fix for purchase date sell date fall on weekend. Dead code elimination
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2025-02-25 15:40:13 -05:00 |
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c16c1f4988
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Add interfaces, add edit position , close position to MG model.
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2025-02-24 21:26:30 -05:00 |
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e50ac03b33
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Add StopLimitATRMultiplier as a configurable parameter.
Code cleanup.
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2025-02-22 22:15:37 -05:00 |
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6f96ba3e22
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BetaGenerator and some code cleanup
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2025-02-14 18:56:11 -05:00 |
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22a8b743a2
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Hedge Cash + Code Cleanup
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2025-02-13 15:02:19 -05:00 |
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8090a5e093
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Add ClosePosition log and fix bug in the initial stop limit adjustment where it was possible to adjust a stop limit downwards.
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2025-02-11 19:19:05 -05:00 |
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0db4473632
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Changes for MGSHBacktest model.
Code cleanup.
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2025-02-10 07:57:00 -05:00 |
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b7f72ef25a
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Fix Backtest runs VS production run. Align dates.
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2025-02-07 15:59:27 -05:00 |
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8bac96e8ff
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New model
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2025-02-06 16:46:27 -05:00 |
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