I have the best strategy..when your random friends start calling you "bro, should I buy Bitcoin now?"....that is the time to sell.....bloodbath like right now...you buy....don't need to see a single chart
Thanks for this content. Very nice. I'm not sure to understand, you say "the triangle pointing down is a buy", but if I deactivate the part of the strategy doing "sells" (meaning, I only should have buy trades) I have only triangles pointing up.. Are you sure about the orientation of the triangles ?? What did I miss
Hey super helpful vid, about the commissions part you set 0.002 per trade but aren’t most brokers today commision free? Do you have to pay for each trade?
When I run your second example (towards end of video), I get the following: TypeError: Can't instantiate abstract class MyMACDStrategy with abstract method next
Great content, thanks for your work! I am struggling with the size of the position for the backtesting. I am trying to risk 1% of the available cash per position so I enter the sl and size = 0.01. However, the risk is completely off and it only risk 0.014% And in your code, you don't enter any size, do you know how much is risked per trade? Would you maybe have a solution please? Thanks for your help!
I am actually getting different return values for same date range and stocks. Any particular reason you think ? I am using data from yfinance as pd-datareader is not working for me. I don't think this is the issue as returns when holding are already same. I am confused and worried as this is finance related. Seems like dataset issue, I used stooq data and it took 2 less trades, these 2 trades changed the return amount by a lot.
Great Video! Can you simultaneously do a backtesting on all 4 symbols like for example EURUSD and SPUSD so if I buy on SP500 on 2011-01-07 and sell on 2011-01- 10 then in the next buy this program will recheck the opportunity in EURUSD and SPUSD and automatically matches the buying signal and then buy that stock after 2011-01-10 in this way we can have a full return on investment based on different stocks 😀
I have the best strategy..when your random friends start calling you "bro, should I buy Bitcoin now?"....that is the time to sell.....bloodbath like right now...you buy....don't need to see a single chart
you nailed it. and now its time to sell
I feel like he is making money from both applying this to his portfolio and UA-cam, great videos keep it up
Awesome, been looking for something like this in python for a while. Thanks!🎉
Any updates on this? Thanks!
i wrote few ones before, loved yours got few insights tnX man
Thanks for this content. Very nice. I'm not sure to understand, you say "the triangle pointing down is a buy", but if I deactivate the part of the strategy doing "sells" (meaning, I only should have buy trades) I have only triangles pointing up.. Are you sure about the orientation of the triangles ?? What did I miss
How can we load custom OHLC data in CSV file in backtesting.py , I'm failing to create a CSV file in a required format .
Can somebody help .
Thank You
since i dev trading software, thx for this easy and good tool !
Hey super helpful vid, about the commissions part you set 0.002 per trade but aren’t most brokers today commision free? Do you have to pay for each trade?
When I run your second example (towards end of video), I get the following: TypeError: Can't instantiate abstract class MyMACDStrategy with abstract method next
Got any solutions??
Great video very insightful!
Great content, thanks for your work!
I am struggling with the size of the position for the backtesting. I am trying to risk 1% of the available cash per position so I enter the sl and size = 0.01. However, the risk is completely off and it only risk 0.014%
And in your code, you don't enter any size, do you know how much is risked per trade?
Would you maybe have a solution please?
Thanks for your help!
Is anyone else getting "'infer_datetime_format' is deprecated" warnings?
I am actually getting different return values for same date range and stocks. Any particular reason you think ?
I am using data from yfinance as pd-datareader is not working for me. I don't think this is the issue as returns when holding are already same. I am confused and worried as this is finance related.
Seems like dataset issue, I used stooq data and it took 2 less trades, these 2 trades changed the return amount by a lot.
What about multi time frames
I cant find that talib library. How to resolve it?
try this:
conda install -c conda-forge ta-lib
Wow thanks!
Great Video! Can you simultaneously do a backtesting on all 4 symbols
like for example EURUSD and SPUSD
so if I buy on SP500 on 2011-01-07 and sell on 2011-01- 10 then in the next buy this program will recheck the opportunity in EURUSD and SPUSD and automatically matches the buying signal and then buy that stock after 2011-01-10
in this way we can have a full return on investment based on different stocks
😀
A series for Quants (newbies ).
too muchh import! dislike
this is python lul, go do it yourself in C ...
write all from scratch lol