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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@@ -15,7 +15,7 @@ sys.path.insert(0, str(Path(__file__).parent.parent))
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from src.utils.logger import log
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from src.data.storage import StorageManager
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from src.strategies import MovingAverageCrossover
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from src.backtest.walk_forward import WalkForwardValidator
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from src.core.walk_forward import WalkForwardValidator
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def setup_environment():
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