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I’ve modified the CustomAlgorithm._data_updated() method to prevent recalculating the factors each time. Instead, it now extracts the required period’s factor data from the already obtained full-perio…
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I am Sry to contact you over this way, but I did not find another way.
In a Gekko Issue I found your comment, saying that you tested with few years of Data (backtesting).
Would it be possible to giv…
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I would like to be able to use my Composer.trade Watchlist as a mechanism to hold and compare symphonies using QuantStat. Specifically, I would like to be able to configure group settings ( i.e. backt…
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Hello,
First , many thanks for your work.
When backtesting with only trader and noop strategy causes an error below docker logs.
Any advice?
Thank you.
(node:20) UnhandledPromiseRejectionWa…
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I'm always frustrated when I need to re-download the exchange data for backtesting.
Why not have a way to "update" the data to the current date (or to a certain date) and conversely to delete a da…
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What is the accepted *.data format for history data for backtesting? The available history is always only ~1 month long, but I want to test with more data. How can I import more data myself?
[This …
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Using backtest I get some wrong figures under the "Net Return on Investment" as shown on the following screenshot:
![image](https://user-images.githubusercontent.com/402056/107144363-ff77e800-693a-11…
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may as well backtest against all available data until it becomes a problem
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# Goals
As a developer, I want to prevent backtest overfitting, so that I can find more True Positives and eliminate False Positives.
# Consider
- Consider using [pypbo](https://github.com/esvhd/py…
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Function that can go back through time and, given criteria:
1) Generate a limit order to ENTER a position overnight
2) Generate the limit order to CLOSE the position
3) Generate the market order …