From 602e6aae9f0b35124b7ee80261f19dbdb10905e5 Mon Sep 17 00:00:00 2001 From: David Brazda Date: Sat, 31 Aug 2024 06:58:49 +0200 Subject: [PATCH] notes added --- README.md | 11 ++++++++++- 1 file changed, 10 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 5cab38c..957a0b5 100644 --- a/README.md +++ b/README.md @@ -1,6 +1,6 @@ # Note for The Team -Entry points are in `strat_STRATEGYNAME` directories. +Entry points are in `strat_STRATEGYNAME` directories in `research`. there are `SINGLE` and `MULTI` version - `SINGLE` - just straight one pass meaning fetching data (local/remote), indicators and entry-points and backtest with SINGLE parameter values and strategy result. Used for basic strategy research. @@ -8,6 +8,15 @@ there are `SINGLE` and `MULTI` version I can imagine it can be used to create MVP (not use with notebooks as they become clumsy with lot of data), hyperparameter testing should be refactored, walk forward optimization and cross validation should be added. +Maybe start exploration with `/research/strat_ORDER_IMBALANCE/v2_single.ipynb` + +strategies I have worked on so far +- CANDLE_GAPS - candle gaps of various size within high resolution ohlcv (1s) as source for entry signals +- LINREG_MULTI - combination of linear regressions on different length and time resolutions +- SUPERTREND - supetrend on different resolutions +- ORDER_IMBALANCE - order imbalanced columns calculated from trade data as new columns on OHLCV bars +- TIME_ENTRIES - just idea for time based entries to leverage random movement of price + # Research for v2realbot ## Overview