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Hi,
It's good to see the stats include SQN. According to https://evilspeculator.com/tools-section/concepts/:
SQN = root(n) * expectancy / stdev(R)
but I suspect it's not correctly calcula…
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Hi guys,
very nice package! I am planning in comparing the most prominent open source backtesting packages and wonder whether it is possible to use only your backtest tool without strategies? Do yo…
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When trying to run the example I get this error:
> While evaluating the form starting at line 56, column 0
> of #P"/home/jvrssc/src/lisp/trading-core/examples/backtesting-simulation.lisp":
>
…
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### Expected Behavior
Expected data should same as this high = pd.DataFrame({'high': self.data.High}, index=self.data.index).resample('15min').agg('max').dropna().values[:, 0][-500:]
### Ac…
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What libraries are we gonna use? What is the method of backtesting? How are models even trained?
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per question
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### Expected Behavior
Hello, I forked the repository, after that i followed the instructions and install it. I tried a first example of an sma strategy, i backtest it using :
```
bt = Backtest(df…
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I had read that your previous statement around the topic here:
https://github.com/pmorissette/bt/issues/121
I know you had said that it wasn't designed to work with options, but I guess I wante…
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Hi everybody,
I'm kind of a new user of backtesting.py. I've coded a litlle strategy of grid trading of BTC in 1 minute.
I make use of the ATR indicator used for Stop Loss that i resampled in dai…