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3 Commits

Author SHA1 Message Date
Martin-Molinero 410956bf9f FreePortfolioValuePercentage Trailing Behavior (#7272)
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* Implement Trailing FreePortfolioValue

- Implement Trailing FreePortfolioValue by default, users will be able
  to set it to a fixed number if desired. Adding regression algorithm
- Setting the default 'MinimumOrderMarginPortfolioPercentage' from 0 to
  0.1% of the TPV to avoud tiny trades by default

* Update existing regression algorithms

* Address reviews

- Send warning message to the user if a trade does not happen due to the
  default setting of the minimum order margin percentage value

* Address reivews

* Rename TotalPortfolioValueLessFreeBuffer

* Update new regression algorithm
 2023-05-25 18:48:04 -03:00
Derek Melchin 4d77431ae1 Refactor RsiAlphaModel (#7125)
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* Update regression tests to check consolidators are removed

* Update model

* Address review
 2023-03-28 16:07:08 -03:00
Alexandre Catarino 3b2e165254 Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
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* Renames and Updates BaseAlphaModelFrameworkRegressionAlgorithm

The `BaseFrameworkRegressionAlgorithm ` will be used for multiple framework regression tests

* Updates and Renames EmaCrossAlphaModelFrameworkAlgorithm

Adds "Regression" to inform that it's a regression algorithm.

* Updates and Renames MaximumPortfolioDrawdownFrameworkAlgorithm

Adds "Regression" to inform that it's a regression algorithm, and use the model name: `MaximumDrawdownPercentPortfolio`

* Adds New Regression Algorithms
 2023-03-22 11:21:30 -03:00