Feeding Strategy Portfolio/Exposed values
That's actually a great idea. Though honestly I am noticing that the "exposed" variable almost always gets in the way and doesn't add any value. Especially since Gekko only allows strategy to trigger a short after a long (and vice versa). Another reason is that there is no real concept of an exposed in the paper trader (also used in backtests).

The exposed var was handy to roughly keep track of whether Gekko was "exposed" with the majority of the funds. Since Gekko used to only buy & sell 95% of the funds. However this has changed: Gekko now sells 100% of the funds (see here: https://github.com/askmike/gekko/issues/...-412465250 ), meaning that now we can simply look at whether the asset is 0 or not to see if there is any exposure.

Messages In This Thread
RE: Feeding Strategy Portfolio/Exposed values - by askmike - 08-23-2018, 04:02 PM

Forum Jump:

Users browsing this thread: