Commit Graph

6 Commits

Author SHA1 Message Date
Martin Molinero 2f4929e685 Update regression algorithms 2019-09-29 21:50:44 -03:00
Martin Molinero cb4c574eeb Adjust algorithms statistics 2019-08-06 21:35:25 -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 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
AlexCatarino 25baaf179a Implements python version of TrailingStopRiskManagementModel
- Implements python version of `TrailingStopRiskManagementModel`
- Implements python version of `TrailingStopRiskFrameworkAlgorithm`
2018-11-07 15:50:40 +00:00
David b59550dd59 Initial TrailingStop implementation
Restructured


Update message


Added removal of trailing highs for unnecessary securities


Add logging message


Improvements


Rename


Add regression Algorithm


Changed to use TradeBar values instead of only current price


Cleaned msg layout


Update Regression test
2018-10-29 08:57:44 +00:00