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.
6 documents
This Backtrader example demonstrates how to load minute-level CSV data for a chosen date range and trading session, optionally filter records to session hours, and fill missing bars within that session. The filler can assign a configurable volume to…
This example configures a Backtrader strategy with simple moving average and MACD indicators, then runs an optimization over ranges of their periods. A CSV feed and date bounds define the input data, while command-line settings let the user adjust parameter…
This Backtrader indicator defines a relative-volume series by dividing the volume from a period earlier by current volume. Its default lookback is 20 bars, and the indicator is configured to appear in CSV output. The resulting value therefore compares lagged…
The script demonstrates a basic Sharpe ratio calculation using two annual return inputs and a configurable risk-free rate. It subtracts the risk-free rate from each return, averages those excess returns, then divides by the standard deviation of the original…
This Backtrader example runs a simple moving-average crossover strategy on a CSV price feed and attaches analyzers for periodic returns and the Sharpe ratio. The user can choose daily, weekly, monthly, or yearly analysis periods, set starting cash and date…
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…