Money Management Backtest

2019년 11월 18일

This non-repaint script is to backtest some different money management strategies:
- Whether to enter immediately after a signal (shaved bar) fires or wait for pullback (market vs limit order)
- Move Stoploss to breakeven (with fee calculated in) right after position starts to have UnPnL
- Take Partial Profit

SL Cap is calculated from current price to decide where to put SL
SL Padding is to add some space above High for Short position or below Low for Long position

2019년 11월 21일

릴리즈 노트

Added functionality for
- Entering by Stop Order
- Filter for Entry Rules
- Backtest Sample Period

2019년 11월 21일

릴리즈 노트

fix typos

2019년 12월 4일

릴리즈 노트

SL can flip direction