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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DaM
2026-02-02 14:38:05 +01:00
parent c569170fcc
commit f85c522f22
53 changed files with 2389 additions and 104 deletions

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@@ -3,7 +3,7 @@
Estrategia basada en RSI
"""
import pandas as pd
from ..backtest.strategy import Strategy, Signal, calculate_rsi
from ..core.strategy import Strategy, Signal, calculate_rsi
class RSIStrategy(Strategy):
"""