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NEWS.md

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traderlab (0.0.0.9002)

  • 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

traderlab (0.0.0.9001)

  • 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.

traderlab (0.0.0.9000)

  • Public release.