aae481b2a4
Upgrade to Framework 4.7
2025-02-23 07:45:46 -05:00
f007d0dbdc
Commit Latest
2025-02-23 06:35:19 -05:00
4e89253fd1
Added locks around MySql.Open() which was causing issues with concurrency againt the connection pool.
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There was a need to serialize access to the connection pool.
2025-02-22 22:19:12 -05:00
eda09a7f4f
Added EvaluateStopOnUpTrend. The default is FALSE. This worked out well in backtests.
2025-02-22 22:17:03 -05:00
e50ac03b33
Add StopLimitATRMultiplier as a configurable parameter.
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Code cleanup.
2025-02-22 22:15:37 -05:00
eced6c0918
Daily
2025-02-21 21:04:48 -05:00
3f5cf06505
Daily.
2025-02-21 20:41:18 -05:00
a2c34f61e2
Daily.
2025-02-20 20:49:36 -05:00
7704843488
Cleanup.
2025-02-20 10:37:12 -05:00
1f7aec2391
50 day moving average must remain above 200 day moving average in order for candidate to be selected.
2025-02-20 10:34:59 -05:00
aebd58be25
Code cleanup.
2025-02-20 10:34:04 -05:00
cc353a4563
Updated
2025-02-20 10:33:18 -05:00
8501bdb135
Updated
2025-02-20 10:32:21 -05:00
9fa3865fdc
CashAllocationPlanning.xlsx
2025-02-20 10:31:18 -05:00
93aa6df6aa
Daily.
2025-02-19 20:45:01 -05:00
f4653f3023
Ran simulation backtest and found some discrepancies with the production model configuration.
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The simulation which had much better performance statistics was running with MaxOpenPositions=3 and TradeOnlySectors=False
I am adjusting those settings in the production model.
2025-02-19 20:42:04 -05:00
45ec793eae
Continue trading.
2025-02-19 20:03:30 -05:00
f28cb6b890
Suspended traded on CMT model until I can figure out why it's performance is out of line with the backtest results.
2025-02-19 19:58:51 -05:00
4d6acbab4e
Moved additional $2,000 from cash to non-tradeable cash. Investigating model performance.
2025-02-19 18:08:51 -05:00
0094437ab9
Cash Allocation.
2025-02-19 07:48:14 -05:00
7159dca115
Moving Cash to Non-Tradeable cash at the market high.
2025-02-19 07:47:51 -05:00
bfffa0a8dd
Daily.
2025-02-18 20:14:10 -05:00
d0e7c17a05
Daily.
2025-02-18 20:12:16 -05:00
982561071e
Adding UAT model that is being tested.
2025-02-18 19:21:41 -05:00
0cadee1273
Removed obsolete model.
2025-02-18 19:21:18 -05:00
9cefbf8bf2
Fix SecurityMaster for Feed Statistics. Code cleanup.
2025-02-15 16:41:03 -05:00
9731fa10b2
Closed DVA, GDDY
2025-02-14 21:41:20 -05:00
cded0badd8
Daily
2025-02-14 21:38:50 -05:00
a464132e14
BetaGenerator test code.
2025-02-14 19:00:38 -05:00
be7d9e32cb
SeekingAlpha version are no longer used. Retaining V3 only
2025-02-14 19:00:06 -05:00
e755268be0
Add additional filter
2025-02-14 18:59:23 -05:00
576936ead0
Add GenerateFutureDates
2025-02-14 18:58:39 -05:00
9516c4027b
Improve the BetaGenerator
2025-02-14 18:58:11 -05:00
310cd83f07
Remove defunct Seeking Alpha getters and retain V3
2025-02-14 18:57:40 -05:00
d4c5bcbafa
Added date range to global cache
2025-02-14 18:56:47 -05:00
6f96ba3e22
BetaGenerator and some code cleanup
2025-02-14 18:56:11 -05:00
2467c30bb3
Daily
2025-02-13 22:54:37 -05:00
efdb4d4c65
HedgeTest
2025-02-13 15:05:06 -05:00
476105eedb
Code cleanup.
2025-02-13 15:04:37 -05:00
22a8b743a2
Hedge Cash + Code Cleanup
2025-02-13 15:02:19 -05:00
f28495bfb4
Daily.
2025-02-12 21:08:06 -05:00
7d1f992e91
Daily.
2025-02-12 21:07:51 -05:00
5dc3de8ad0
Add unit test for SeekAlpha V3
2025-02-11 19:20:45 -05:00
76a4768d81
Add an additional method to the SeekingAlpha news feed.
2025-02-11 19:20:15 -05:00
8090a5e093
Add ClosePosition log and fix bug in the initial stop limit adjustment where it was possible to adjust a stop limit downwards.
2025-02-11 19:19:05 -05:00
61ab01db83
Fix bug in initial stop limit adjustment where it is possible for a stop limit to be adjusted downwards.
2025-02-11 19:17:54 -05:00
5cfde21d81
Daily
2025-02-10 22:30:38 -05:00
0db4473632
Changes for MGSHBacktest model.
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Code cleanup.
2025-02-10 07:57:00 -05:00
36b10b4824
Code cleanup.
2025-02-07 16:00:45 -05:00
d27af48b1e
Check dates.
2025-02-07 16:00:32 -05:00
