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Add crossover_vwap strategy to readme & genetic backtester. #858
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added 5 commits
December 13, 2017 18:34
…nction to support testing ranges at a factor of 10,100, 1000 etc.
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Added some HTML charts as well to demonstrate the effects of the vwap_max parameter in the decision making process. |
DeviaVir
approved these changes
Dec 14, 2017
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This opens up this new strategy to genetic backtesting.
In the process I added a RangeFactor method to the phenotype.js create() function, allowing ranges in factors of x (e.g 1-1000 at a factor of 100). Not 100% sure yet on the RangeFactor implementation, but it seems to work. Setting a min value of 0 also allows the possiblity of a 0 value being returned. E.g:
RangeFactor(0, 10000, 10)//0 disables this max cap. Test in increments of 10