9 Commits

Author	SHA1	Message	Date
Louis Szeto	20e9fd7899	bug-#4846-Fail on restart investing after liquidation on MaximumDrawdownPercentPortfolio.py (#4847) ... * Fail on restart investing after liquidation I added a line so that the trailing high value could be rebalanced and the investment process won't be stop by high value always more than current value by drawdown percent. * Update MaximumDrawdownPercentPortfolio.py * Fix for MaximumDrawdownPercentPortfolio - Fix C# MaximumDrawdownPercentPortfolio to reset portfolio value after liquidation. Only reset once we have actually adjusted some targets. Updating regression algorithms. Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>	2020-10-15 13:34:08 -03:00
Martin Molinero	cfa08a11fb	Address reviews ... - Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm` - Removing `QCAlgorithmFrameworkBridge` - Removing `IsFrameworkAlgorithm` - Making `EmitInsightBasedOnFill` private. Adding new `IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will subscribe. - `AccountType.Cash` algorithms will be allowed to manually trade and emight insights manually or with alpha model.	2019-04-03 21:55:44 -03:00
Martin Molinero	19f1806ddc	Address review: readd Framework project	2019-04-03 21:55:43 -03:00
Martin Molinero	32ac3146b4	Merge Framework and Classic Algorithms ... - Merging Framework and Bridge algorithms into classic QCAlgorithm class. - Removing Framework project, VS17 and VS15	2019-04-03 21:54:32 -03:00
David	c35649b1b5	Add support for trailing portfolio stop loss	2018-11-04 08:41:38 +08:00
David	879843c9a8	Refactored TotalDrawdownPercent()	2018-10-26 09:03:07 +01:00
David	f41315cb69	Remove non-conforming features	2018-10-25 23:40:50 +01:00
David	dfd8027715	Add regression algorithm - MaximumPortfolioDrawdownFrameworkAlgorithm	2018-10-25 00:03:57 +01:00
David	3b089af75a	Added MaximumDrawdownPercentPortfolio Risk Management Model ... Updates	2018-10-25 00:03:36 +01:00