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This repository was archived by the owner on Jun 12, 2024. It is now read-only.
This repository was archived by the owner on Jun 12, 2024. It is now read-only.

Update trendbot to use a price forecast and scale position size incrementally #12

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@richklee

Currently the trendbot implementation uses a discrete entry / exit signal. The position size does not incrementally scale over time as the price forecast / volatility changes.

Evidence from https://qoppac.blogspot.com/ supports that a scaled forecast approach can improve risk adjusted returns.

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