- PR 195 make runstrats iterable to allow callbacks - Fixes 189 by adding callback during optimization - Fixes 205 to avoid errors during unnamed argument usage in strategy - Regression correction for no short-cashing
1.9.16.105
- PR 212 added Vortex indicator - Closed 215 writer opens file in binary mode - Closed 210 missing comma in status definitions lists in feed - PR 203 python3 compatiblity for ib (long) - Added shortcash parameter to broker to control cash increase/decrease
1.9.15.104
- PR 202 to fix import in ibdata - PR 196, 198 - doc updates - PR 199 delegate notifications in Chainer Data Feed - PercentChange indicator request from 192 - %B BollingerBands from 190 - Check bar time before market type execution 190
1.9.14.102
- Pull Request 187 to improve SQN and test - Update some samples - Refactor new KST - Closes 183 - Closes 163 adding interest as commission to correct calculate PNL - Improve SignalStrategy overriden methods to avoid impacting user subclasses - Closes 168 - Fetching open orders - 173 short-circuit calculation sqn in case of no trades - strategy selection sample
1.9.13.102
- Closes 179 Ichimoku indicator - Plotting allows now filling areas and showing the indicator name even with plotlinelabels active - Use _minperiod in linebuffer.qbuffer for maxlen rather than default 1 - Closes 169 - Correct DaySteps filter - Add ROC100 indicator - Add KnowSureThing indicator
1.9.12.99
- Improve cheat-on-close to provide exact match price even during replay - Allow offsetting resampling bar set by timeframe/compression units