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I have used systemic investor toolbox (SIT) package in R and its very good for backtesting. In that package creating signal for long, short or long-short strategy is [very easy](https://inovancetech.…
ghost updated
7 years ago
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![simulation_1](https://cloud.githubusercontent.com/assets/26750756/24826660/b4c8f6fc-1c43-11e7-86bf-ec3d38c4f57f.png)
2017-04-08 01:15:18 (INFO): (PROFIT REPORT) amount of trades: 1136
2017-0…
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Hello~I just visited here. It looks cool project.
Is there some way to test this, or sample project?
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Dear Zipline Maintainers,
Before I tell you about my issue, let me describe my environment:
# Environment
- Operating System: Windows 10
- Python Version: Python 2.7.12 :: Anaconda custom (64-bit)
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Hey Mike,
you closed my previous error.
So to follow up.
When i start to watch a market gekko does not create any data in the history.
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When doing a backtest, every FillEvent from the backtester has a timestamp of "now".
Haven't yet devoted any thought to working around this, but it definitely would be a nice thing to know when a tra…
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Rather simple, but will be quite helpful to only run a backtest through a period we're interested in. Will also help when doing simple in-sample/out-of-sample comparisons.
I believe this should be a …
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https://github.com/thegamecat/gekko-trading-stuff
Hope this of interest to people.
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Drawdowns currently calculated by $. Keeping them as % would be a more realistic representation of performance, obviously as bigger $ swings with more capital may actually be a lower % drawdown -- but…
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You can now try the beta version of the UI.
See here how it works: https://wizb.it/gekko/static/small.gif
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You can try it yourself by downloading the [web-wrapper branch](https://github.co…