-
As BFU I wanted to test some strategies. I had to grab BarSeries, code some data loader (CSV, JDBC, online API). After a few days I had some runnable code with copy pasted graphing.
But results are…
-
## Step 1: Have you search for this issue before posting it?
If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/Drakkar-Software/OctoBot/issues?q=is%3Aiss…
-
Github and Python noob here so I hope this is correct.
Reference previous #279.
This appears to occur if the symbol/ticker isn't valid. This may even be a discrepancy between 'com' and 'us' server…
-
RE: paper trading in sandbox env?
There seems to be a sandbox env for api, how can we make use of it to paper trade? or at least test out the API before live trading?
https://developer.schwab.co…
-
### Project Name
Algorithmic Trading Simulator
### Description
RAG is a sophisticated Python-based trading simulator designed to help users test and analyze algorithmic trading strategies using his…
-
the strategy is long only. the logic is as such: when price is over 50ema put a limit at the 50ema with tp and sl being 4 percent higher and lower than ema.
and looking at the results it works for…
-
Hello,
maybe you could post some updates about development of your backtester at https://discourse.julialang.org/t/backtesting-framework/47351/4
Kind regards
-
Thank you for your great work. The library performs well overall, but there's one issue: the OB class is implemented using for loops, resulting in approximately 20 seconds of runtime. Typically, this …
-
This will allow us to get data from multiple exchanges so that we can run backtesting using the Google Trends predictive model.
Direct link to our crypto_signal repo Issue:
https://github.com/laur…
-
Consume and process market data like ticket, order book etc.
Make sure this goes along with backtesting as there are limitations for historical data. If I would miss some area in historical data then …