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Sean 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

AnalystRatings

initial

2024-02-22 14:32:42 -05:00

assemblies

initial

2024-02-22 14:27:13 -05:00

Batch

Initial

2024-02-22 14:37:11 -05:00

Beta

init

2024-02-22 14:38:29 -05:00

Database

Update dividends

2025-01-02 12:17:18 -05:00

DeepLearningStudies

init

2024-02-22 14:51:24 -05:00

Docs

init

2024-02-22 14:52:53 -05:00

MarketDataLib

Fix SecurityMaster for Feed Statistics. Code cleanup.

2025-02-15 16:41:03 -05:00

MarketDataUnitTests

SeekingAlpha version are no longer used. Retaining V3 only

2025-02-14 19:00:06 -05:00

Momentum

init

2024-02-22 14:52:53 -05:00

Morningstar Historical Format Change

init

2024-02-22 14:52:53 -05:00

Options

init

2024-02-22 14:52:53 -05:00

Portfolios

init

2024-02-22 14:52:53 -05:00

Properties

init

2024-02-22 14:52:53 -05:00

Scraps

init

2024-02-22 14:52:53 -05:00

Sessions

Ran simulation backtest and found some discrepancies with the production model configuration.

2025-02-19 20:42:04 -05:00

Studies

init

2024-02-22 14:52:53 -05:00

TradeBook

Cash Allocation.

2025-02-19 07:48:14 -05:00

Valuations

init

2024-02-22 14:52:53 -05:00

VaR

init

2024-02-22 14:52:53 -05:00

Worksheet

init

2024-02-22 14:52:53 -05:00

Yahoo Price Format Change

init

2024-02-22 14:52:53 -05:00

.gitignore

Add ignore for .vs folder

2024-04-09 20:41:13 -04:00

App.config

Add the MGSHMomentumHelper

2025-02-06 16:50:01 -05:00

authors-transform.txt

init

2024-02-22 14:52:53 -05:00

CommandArgs.cs

init

2024-02-22 14:52:53 -05:00

MarketData.csproj

Add the MGSHMomentumHelper

2025-02-06 16:50:01 -05:00

MarketData.csproj.user

user file.

2025-02-02 18:52:05 -05:00

MarketData.sln

init

2024-02-22 14:52:53 -05:00

MarketData.suo

init

2024-02-22 14:52:53 -05:00

MarketData.v11.suo

init

2024-02-22 14:52:53 -05:00

MarketData.v12.suo

update

2024-04-08 13:48:25 -04:00

MGSHMomentumHelper.cs

Check dates.

2025-02-07 16:00:32 -05:00

Program.cs

BetaGenerator test code.

2025-02-14 19:00:38 -05:00