OPEN-SOURCE SCRIPT
업데이트됨

Volume & Dollar Bars

7 489
This scriptlet is a part of an ongoing project and attempts at volume and dollar bar identification. The original idea is taken from excellent books 'Hands-On Machine Learning for Algorithmic Trading' (2019) by Stefan Jansen and 'Advances in Financial Machine Learning' (2018) by Marcos Lopez de Prado.

Statement of Purpose

I am an advocate of Open source and against those who publish their code with a lock icon. My code and ideas are aimed at people with critical thinking, who are able to take an informative and responsible decision when it comes to investing their funds. I do not guarantee that all of my ideas will perform well. As usual, they require a certain degree of your sound judgment. My final aim is to provide you with coding techniques that you could use in your own scripts and strategies.
릴리즈 노트
Major fix in calculation of long and short conditions.
릴리즈 노트
Minor fix.
릴리즈 노트
Minor fix 2.

면책사항

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