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    bug-#4846-Fail on restart investing after liquidation on MaximumDrawdownPercentPortfolio.py (#4847)

    frostbyte_neo 发布于 2020-10-15 16:34:08 +00:00 | 2751 次提交 在此版本后已推送到 master

    • 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

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