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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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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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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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Currently the backtesting is done using a for loop. This also seems to be the main bottle next because it is very compute intensive. We can increase the concurrency of backtesting using Ray to distrib…
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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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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…
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The time_in_force parameter seems to be disregarded for both backtesting and live trading scenarios (Interactive Broker).
Regardless of the specified value (e.g., "DAY", "GTC"), all orders appear …
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## Describe your environment
* Operating system: Windows 11
* Python Version: python 3.10
* CCXT version: 4.4.31
* Freqtrade Version: freqtrade 2024.11-dev-7d1ea2d0d
Note: All issues oth…
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What's going on? This prevents Deep backtesting from running correctly.
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When selecting a strategy, we observe the profitability of each (strategy, agent) combination, as well as other financial metrics (https://github.com/gnosis/prediction-market-agent-tooling/pull/548/fi…