- New metrics:
- Trades per month
- Average % return
- Annualized return (similar to CAGR)
- Annualized volatility
- New plot:
- plot_max_excursions()
- New table:
- print_metrics()
- Updates:
- print_returns()
- plot_max_excursions()
- List of metrics to compute
- daily_value indicator (accepting lagging days as parameter)
- Fixes:
- Week to minutes conversion
- avg_bars metric calculation
- Other updates and fixes
- Two new indicators:
- Aroon
- Stochastic
- A special indicator to add Gaussian noise to data.
- Two new metrics to be used in the future for portfolio optimization:
- Expected annual return
- Standard deviation of annual returns
- New function plot_balance_excursions() to see the gain/loss evolution during an open position.
- The function plot_excursions() has been updated to be consistent with leverage settings.
- Other minor fixes and updates.
- Public release.