Private strategy with kaiji_ based on Heikinashi candles, optional and configurable pyramiding, trade signals, stop losses, and trailing stops.
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Added option to swap bull/bear signal actions
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Fixed a bug in swap logic; updated initial capital and commission defaults to match screenshots; defined false calc_on_every_tick (this is the default value, but just in case...)
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Added bull/bear flip based on close option, and enabled it by default.
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Corrected order quantity bug; corrected stop display bug
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Corrected trailing stop levels; made them switchable; added close to opposite position entry logic due to possibility of TS removal
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Added max position size, enable/disable long/short.
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Added max loss setting
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Added RSI filter; fixed open loss stop
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Corrected error in max loss logic
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Add CCI filter
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Revision control, V116
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V123: Added another filter; added some swap filter options
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V133: Added another filter; fixed overbought/oversold logic again (quirky order of operations is quirky)
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V134: Changed step size in max loss setting.
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OB/OS V33: Added meta-filter for aggregate OB/OS accumulators