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| author | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 18:40:32 +0900 |
|---|---|---|
| committer | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 18:40:32 +0900 |
| commit | 0b0aace94fa633cd7a90c95ee89658167a8afd35 (patch) | |
| tree | 4f5dc36c301608ed3af4a1bba9b1a924ca99581c /services/strategy-engine/strategies/vwap_strategy.py | |
| parent | 8b0cf4e574390738ee33f7ff334dd5f5109b7819 (diff) | |
feat(strategy): add ADX regime filter, volume confirmation, and ATR stops to BaseStrategy
Diffstat (limited to 'services/strategy-engine/strategies/vwap_strategy.py')
| -rw-r--r-- | services/strategy-engine/strategies/vwap_strategy.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/services/strategy-engine/strategies/vwap_strategy.py b/services/strategy-engine/strategies/vwap_strategy.py index f371c32..d220832 100644 --- a/services/strategy-engine/strategies/vwap_strategy.py +++ b/services/strategy-engine/strategies/vwap_strategy.py @@ -8,6 +8,7 @@ class VwapStrategy(BaseStrategy): name: str = "vwap" def __init__(self) -> None: + super().__init__() self._deviation_threshold: float = 0.002 self._quantity: Decimal = Decimal("0.01") self._cumulative_tp_vol: float = 0.0 |