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
This commit is contained in:
@@ -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):
|
||||
"""
|
||||
|
||||
Reference in New Issue
Block a user