Multiple models on one chart

kernc / backtesting.py

:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

https://kernc.github.io/backtesting.py/

GNU Affero General Public License v3.0

5.33k stars 1.04k forks source link

Multiple models on one chart #12

Open algomaschine opened 5 years ago

algomaschine commented 5 years ago

Expected Behavior

Is there an elegant and simple way to visualize a few trading models plotted on 1 chart? In fact a lot of projects like mine are centered around comparing various models (and even groups of models), so that would be handy to have a sugary way around this process, so: 1) individual models with notations on one chart 2) a group of models trading on the same account each having a proportional share of the capital

Actual Behavior

works with just 1 model

kernc commented 5 years ago

If there was a visualization of multiple models readily available in the lib, what would you expect to see from it?

algomaschine commented 5 years ago

curves of pnl
some risk metrics of the portfolio like VaR and the ones we already have for single model tests
some portfolio optimization library being easily connectable to test meta-parameters of a portfolio

Wihandebeer commented 4 years ago

Hi guys just wanted to know how to plot two models then on a graph. For instance PLUS_DI and MINUS_DI of the TA-Lib on one chart. Thank you @kernc

kernc commented 4 years ago

@Wihandebeer If you mean something like this, don't hijack issues.