2 Commits
Author SHA1 Message Date
matitos 9dc00eba95 Add trailing stops and parameter sweeps
CI/CD / backend (pull_request) Successful in 6m6s
CI/CD / frontend (pull_request) Successful in 5m17s
CI/CD / build (pull_request) Skipped
CI/CD / deploy (pull_request) Skipped
CI/CD / cleanup (pull_request) Skipped
Trailing stops: strategies can pass trailing_stop_pct to enter_long/enter_short.
advance_trailing_stop in app/engine/portfolio.py ratchets the stop with the price
(up for longs, down for shorts) and never loosens; the engine persists the
ratcheted level and the backtester applies the same logic. Position gains a
trailing_stop_pct column (additive migration). momentum exposes it as a param.

Parameter sweeps: app/backtest/sweep.py runs a cartesian grid through the same
backtester and ranks by return minus max drawdown. POST /api/sweep plus a
dashboard Parameter sweep panel.
2026-09-19 23:04:20 +00:00
matitos c500fb7572 Bitcoin favicon, more strategies, default timeframe 5m
CI/CD / backend (pull_request) Successful in 5m21s
CI/CD / frontend (pull_request) Successful in 5m4s
CI/CD / build (pull_request) Skipped
CI/CD / deploy (pull_request) Skipped
CI/CD / cleanup (pull_request) Skipped
- Add an SVG Bitcoin favicon and link it in index.html.
- New indicators: macd() and roc().
- Five new strategies: macd_trend, bollinger_reversion, donchian_breakout,
  ema_cross, momentum (plus the existing sma_cross, rsi_reversion).
- Default TIMEFRAME is now 5m (config, .env.example, compose, workflow, UI).
2026-09-18 20:03:30 +00:00