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**Is your feature request related to a problem? Please describe.**
Currently we run `freqtrade webserver` with a fixed set of config files, which are then used for backtesting. If we need to use diffe…
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In connection to issue #158
Deep backtesting is not working, it "remembers" some default parameters and does not restart from the best found.
It appears the selector for Generating Deep Backtes…
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### Describe the bug
One of our community reported that he was getting an `IndexError: index 0 is out of bounds for axis 0 with size 0` when running backtests for PMM dynamic using `bybit` as connect…
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examples\backtest\ib_download_and_backtest.py gives the following error upon running:
Error sending log event: [ERROR] EMACross: EMACross(EMACross-000): Error on START
TypeError(Argument 'instrume…
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**Title:** Implement Backtest Logic for Trade Simulation with Stop-Loss, Take-Profit, and Transaction Costs
**Description:**
Develop a Python program to simulate trades based on predefined entry …
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Objective: Identify the most important criteria which will give good returns for robust stocks.
Utilize **machine learning** on stocks on uptrend. Identify the most important breakout conditions to…
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# GitHub Interoperability
## Why
Today, we find are manually copy+paste source code from QC to GitHub and back. Trying to maintain versions of QC code by live deployment and backtests which me…
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I think we need to provide a way for users to compare between and decide between which of different models they require.
@RamiYari I was thinking of something like the backtesting of DARTS? I'm o…
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The exit of this strategy relies too much on trailing_stop, and uses market orders. During the price drop, the slippage is more obvious, and the difference between backtesting and real trading is huge…
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When using lumibot 3.7.8 and python 3.11 `before_market_closes` is not normally called during a backtest:
```
Running backtest of MyStrategy
2024-10-12 07:39:18 | __main__ | INFO | Running backte…