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quantconnect--lean/ToolBox/RandomDataGenerator
Martin-Molinero 410956bf9f
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FreePortfolioValuePercentage Trailing Behavior (#7272)
* 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
..
2019-01-15 14:33:10 -05:00