feat: finalize portfolio system and quantitative validation- Finalized MA_Crossover(30,100) and TrendFiltered_MA(30,100,ADX=15)
- Implemented portfolio engine with risk-based allocation (50/50) - Added equity-based metrics for system-level evaluation - Validated portfolio against standalone strategies - Reduced max drawdown and volatility at system level - Quantitative decision closed before paper trading phase
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# src/risk/stops/trailing_stop.py
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import pandas as pd
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from src.risk.stops.base import StopLoss
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from src.backtest.trade import TradeType, Position
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from src.core.trade import TradeType, Position
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class TrailingStop(StopLoss):
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