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how to test a strategy with averaging? #1151
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You'll have to be a bit more descriptive than that on what you're trying to
do.
…On Thu, May 9, 2024 at 7:52 AM Freeongoo ***@***.***> wrote:
I would like to test the effectiveness of the strategy indicating another
position that opens during a drawdown, but I did not find how to set this
up in the library.
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I have a strategy when I need to open another position if there is a drawdown of more than 2 percent. Accordingly, another position opens. And it turns out that you need to average the price to determine the winning percentage. I don’t understand how to set this up when testing a strategy for ta4j. Please show example |
The TradingRecord currently only supports one open position at a time. To
do something like what you're proposing you'll need to orchestrate
multiple TradingRecords as appropriate.
…On Thu, May 9, 2024 at 8:04 AM Freeongoo ***@***.***> wrote:
I have a strategy when I need to open another position if there is a
drawdown of more than 2 percent. Accordingly, another position opens. And
it turns out that you need to average the price to determine the winning
percentage. I don’t understand how to set this up when testing a strategy
for ta4j. Please show example
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I would like to test the effectiveness of the strategy indicating another position that opens during a drawdown, but I did not find how to set this up in the library.
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