-
Hi,
Thanks for the nice package.
There is an nwin argument to rollcast function. On first I thought this argument is used for rolling window, but when I check the code, it seems to me it is just…
-
Any idea on backtesting?
ghost updated
6 years ago
-
Hello,
I have problems to save a model when I use the weight_func for multiple series.
Would it be possbile to share a mininmal example of how you can use this for multiple series?
Bellow I ha…
-
Dear Catalyst Maintainers,
Before I tell you about my issue, let me describe my environment:
# Environment
* Operating System: Windows 10
* Python Version: Python 3.6.4
* How did you install Cataly…
-
Hi, everyone!
I got a question about backtesting. My strategy sends a signal once a day, e.g. at the end of the day. I want that the executed price would be closer to the open price of the next day. …
-
### Software versions
Python version : 3.10.12 (main, Jul 29 2024, 16:56:48) [GCC 11.4.0]
IPython version : 8.26.0
Tornado version : 6.4.1
Bokeh version : 2.4.3
BokehJS s…
-
I did a pip upgrade and now If I run YahooDataBackTest for my strategy I get an error
Here is my code:
```
from login import get_api_key
from lumibot.traders import Trader
from lumibot.brokers …
-
Create a strategy object that works similarly to our Interpreter. Ideally, this would inherit most methods from the Interpreter, so that we only need to make changes to the strategy in a single place.…
-
## Robust Montecarlo backtesting
Hi,
I noticed that a script to verify the robustness of a strategy through Montecarlo methods is not yet present in freqtrade.
The idea of stressing the trading…
-
There seems to be a problem in file backtesting.ipynb when running
`backtester.fit(prices);`
self.costs_[t_end] = calculate_transaction_costs(
TypeError: list indices must be integers or slices, …