Open mg64ve opened 5 years ago
Hi, yes you can add transaction costs in your backtesting model. Under the load_parameters function, you can define br.spot_tc_bp = 0.5, for example, to add the transaction cost into the trading.
Thanks ShihHauTan, what does 0.5 stand for? Is it PIPS or percentage? How are trading costs calculated?
@ShihHauTan one more question: walk-forward testing for machine learning models, is it implementable in finmarketpy ?
I think that is probably something you can implement in finmarketpy (but it isn't there at the moment)
Thanks @ShihHauTan , sorry for so many questions but, before dedicating a lot of time and finally find that is not be feasible, I'd prefer to ask. What I want to do is to build a machine learning model within in-samples dataset and then test it in ot-of-samples dataset. Do you think it is feasible with a simple loop? Do you have an example of simple machine learning strategy?
Hi,
nice library! I have a question, is finmarketpy considering spread trading costs?
Kindly let me know. Thanks.
Regards.