Commit Graph

5 Commits

Author SHA1 Message Date
Stefano Raggi 977a1b80fa Revert change to CustomDataRegressionAlgorithm 2017-06-20 20:54:38 +02:00
Stefano Raggi 9139ca7c40 Merge master into issue-330/decimal-quantity 2017-06-19 23:50:26 +02:00
AlexCatarino b145521c72 Changes quantity calculation in algorithm examples
In some examples, we have been using Portfolio.Cash to calculate the quantity of shares in orders. This is a bad advice for users, since Portfolio.Cash does not account loses in other positions and its use can lead to invalid orders due to insufficient capital. Instead, users should use Portfolio.MarginRemaining.

FuzzyInferenceAlgorithm and LiveFeaturesAlgorithm had minor changes to perform backtests with available data
2017-04-28 18:08:53 +01:00
jameschch@outlook.com 0e8755dc48 Changes related to #330 order quantity decimalized 2016-06-24 11:53:29 +01:00
snugs 359bcd2d86 Adds CustomDataRegressionAlgorithm 2015-12-03 13:48:14 -05:00