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BBGO v1.40.2

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@github-actions github-actions released this 06 Sep 17:02
bf77f67

Fixes

  • Fixed pivot high indicator (used low, sorry :p)

Minor Features

  • Added G-H filter and Kalman filter.
  • Write strategy config into the backtest report directory.

Full Changelog

  • #918: feature: write strategy config in the backtest report directory
  • #915: feature: add G-H filter and Kalman filter