f4653f3023
Ran simulation backtest and found some discrepancies with the production model configuration.
...
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.
...
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
b7f72ef25a
Fix Backtest runs VS production run. Align dates.
2025-02-07 15:59:27 -05:00
d882b10ec0
Fix dictionary access.
2025-02-07 15:57:21 -05:00
b386e4e5b7
Daily.
2025-02-07 10:04:00 -05:00
d4d05193ad
Added some utility methods in the Sections.
2025-02-07 10:02:33 -05:00
a7dbe3ae24
Added PrevClose to Price which should not be persisted in the database.
2025-02-07 10:01:02 -05:00
4100ba6db5
Updated some feeds that were failing in the unit tests.
2025-02-07 10:00:06 -05:00
135ed0ca3f
Removed unused usings
2025-02-07 09:58:14 -05:00
6a18329654
Fix test for GetLatestPriceYahoo
2025-02-07 09:57:43 -05:00
c60a05078f
Daily
2025-02-06 22:36:44 -05:00
47ccedf1fb
Add the MGSHMomentumHelper
2025-02-06 16:50:01 -05:00
0a5c5a9594
Fixed some unit tests.
2025-02-06 16:49:01 -05:00
9347b5b5fa
Project
2025-02-06 16:48:42 -05:00
00f7095e32
Added some additional helper methods.
2025-02-06 16:48:27 -05:00
348471cbdf
Fix MaxUpside
2025-02-06 16:47:00 -05:00
8bac96e8ff
New model
2025-02-06 16:46:27 -05:00
