cassiopagnoncelli / clarity Goto Github PK

Another optimization tool should be used rather than Kelly. It should accommodate different position sizes across simulation then provide an optimal position size that would maximize equity curve.

Limit orders to be processed on the client side.

Currently backend is unable to process Stop Loss and Take Profit on the server side. Perform an assessment whether that is plausible to implement since it downgrades performance, same for Take Profit.

Charts are poor. Use something like ggplot2.

Just like in MT4.

As aforementioned it is poor.

Order execution performance is a challenge when volatility kicks in, then slippage is a problem. Framework should be able to simulate slippage.

Currently they are not applied

CFTC and other regulators use non-FIFO system so hedge-enabled. System should be able to replicate that model.

Currently Clarity operates on equity only. Operating on margin would be a huge leverage as it open up the system for trading derivatives.

open_positions doesn't have a return column.

They don't belong to this project, they stand in the repo for mere convenience.

Engine should be able to simulate real time environment not just polling data from the database.

Backend should be able to process transactions as with FIFO system (OCO orders), so no hedging capabilities.

No short selling for the moment, long buying only. Implement it.