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Initial deposit is always zero for backtests.
CalculateInitialDeposit() is to fix.
Class: `SummaryReport.mqh`
Test:
```
void OnDeinit(const int reason) {
double ExtInitialDeposit = Calcula…
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hi,
thanks for a nice library! Ive played around with it for a bit and the example script for live trading seems to work ok. But I dont see how to use it to download data for backtests. is this suppo…
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One thing I'm trying to do is to feed bt the list of transactions that happened on my trading account, and "backtest" that. The point of course is to plot the realized performance compared to backtest…
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# Feature Request
Code reference: https://github.com/nautechsystems/nautilus_trader/blob/master/nautilus_trader/backtest/node.py
I was trying to run a high-level backtest and saw some output in th…
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I keep getting this error using "trading view assistant" I tried to change the various search type settings.
annealing
random
sequential
random improvement
brute force
loading waiting time a…
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This looks great!
Pyfolio (https://github.com/quantopian/pyfolio) has many more performance and risk statistics that quants use when evaluating and comparing backtests. I think this could be very co…
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long backtests result in unreadable plot
![image](https://cloud.githubusercontent.com/assets/6541022/15449631/f21a361a-1f37-11e6-8ddf-905df6570288.png)
related to: https://github.com/quantopian/pyfo…
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long backtests result in a heatmap that is not readable
![image](https://cloud.githubusercontent.com/assets/6541022/15449618/850199a6-1f37-11e6-9ef7-19792361648f.png)
related to: https://github.com/…
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Currently we are mostly focusing on `returns` of a given strategy during a time period. If the returns were lower than the returns of a different strategy, we swap it out.
In TradFi there are other…
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Hi! After config done, I run `python3 harmony_search.py -u ba -s XLMUSDT --start_date 2023-06-01 --end_date 2023-07-01`
what's the problem?
then got:
```shell …