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Remove LookAhead Bias #65

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wescules wants to merge 4 commits into joshyattridge:master from wescules:remove-lookahead-bias

wescules commented Dec 13, 2024

Problem this change Fixes:

[Most important] Removes the Lookahead Bias in fvg() and swing_highs_lows() from the old implementation. The old implementation is cheating and cannot be used in real live trading since it looks into the future
Added SwingMethodEvaluator to swing_highs_lows(). Users can experiment with which evaluator results in the most profits!
Cleaned up some code

Quality of life fixes:

added loading bar while running smc_test.py because it takes like 10 mins on my laptop :(
improved performance of swing_highs_lows()
improved quality of the generated gif

Note: Thank you @joshyattridge this library is dope. I'm glad to help.

wescules added 4 commits

December 13, 2024 07:32


          removed lookahead bias and added different executors to swing_high_low

0d40110


          increase resolution of gif and added a loading bar while it runs

8918e82


          enum fix

d93411e


          removed sneaky lookahead in fractal. it had suspiciously good returns

088ee8f

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