Optimized the filters & the settings of the algo using price data from BITMEX:XBTUSD 1/4/2019 - 1/7/2019.
- Re-optimized the settings/filters. The algo now uses the price history of May, June, July to trade in August.
- Re-optimized the settings/filter using BitMEX:XBTUSD historical data from 1/6/2019 - 1/9/2019 for live trading in September.
- Updated algorithm.
- Added volatility calibrated Hegde/Add signals + alerts. The sensitivity of the signals can be determined by the user.
- Cleaned the codebase by removing old/unused code.