Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
54 documents
The document presents a Backtrader indicator that compares a bar’s volume with the stored volume for the same time of day from the prior session. It tracks bar timestamps and session dates, restricts calculations to a configurable time window, and emits a…
This example demonstrates how to simulate orders that execute at the close of daily bars in Backtrader. A sample strategy randomly chooses whether to open a long position or close an existing one, then reports when submitted orders complete. The random…
This Backtrader example demonstrates how to combine daily market data with a monthly resampled series. It calculates pivot points from the monthly feed and compares the daily close with the first support level to produce a sell signal. A switch selects…
This example demonstrates how a Backtrader strategy can schedule callbacks around market-session events. Timer settings include the event time, an offset, repeated intervals, selected weekdays or month days, and rules for carrying a scheduled event across…
This Backtrader example defines a long signal from a crossover between a shorter and a longer simple moving average, then attaches the Calmar analyzer to the run. It loads price data from a Yahoo Finance CSV feed, permits optional date bounds, and exposes…
This sample strategy initializes two Parabolic SAR indicators on a single price series: TA-Lib's SAR, calculated from the high and low data, and Backtrader's built-in PSAR. It loads historical market data from a CSV feed with optional start and end dates,…