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Iskanje po knjižnici

54 dokumentov

backtrader

This sample demonstrates how to configure a Backtrader run with a trading calendar and resampled market data. It defines a custom NYSE calendar for 2016, loads Yahoo Finance data either from a feed or a local CSV file, and resamples the input series to…

Povratno testiranjeDelnice
backtrader

This script implements a long-only buy-the-dip strategy for a single price series. It measures declines using one of several definitions: close versus prior close, close versus open, close versus high, or low versus high. When the selected measure crosses a…

Vračanje k povprečjuPovratno testiranjeDoločanje velikosti pozicijeDelnice
backtrader

The document presents a Backtrader observer that plots the creation price of buy orders while they are submitted or accepted, and marks that price when a buy order expires. Separate plot markers distinguish created and expired orders. The observer filters…

Povratno testiranjeIzvrševanje naročil
backtrader

This Backtrader example shows how to include credit interest in a simple moving average crossover strategy. It computes fast and slow averages, uses their crossover as a signal, and lets the user choose long-short, long-only, or short-only trading. A fixed…

DelniceTerminske pogodbeTehnični kazalnikiPovratno testiranje
backtrader

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…

Povratno testiranjeTehnični kazalnikiStatistika
backtrader

This Backtrader example demonstrates execution modeling with volume-aware order fillers. Its strategy calculates a buy size as a configurable percentage of the current bar’s reported volume, then closes the position on a later eligible opportunity. A…

Izvrševanje naročilMikrostruktura trgaPovratno testiranjeDoločanje velikosti pozicije
backtrader

This Backtrader example combines a moving-average crossover entry signal with three buy limit orders placed at progressively lower prices after an upward crossover. The orders can be linked using one-cancels-other behavior, so execution of a linked order…

Povratno testiranjeTehnični kazalnikiIzvrševanje naročilDelnice
backtrader

This Backtrader example compares three ways to attach protective exits to a moving-average crossover entry: a stop set after the entry completes, a stop submitted alongside the entry using cheat-on-close behavior, and a parent-child order arrangement that…

DelniceObvladovanje tveganjIzvrševanje naročilPovratno testiranje
backtrader

This Backtrader example demonstrates an order-entry workflow driven by a moving-average crossover. When the shorter-period average crosses above the longer-period average and there is no open position, it submits a limit buy below the current close. It pairs…

Tehnični kazalnikiIzvrševanje naročilObvladovanje tveganjPovratno testiranje
backtrader

The document gives a Backtrader example of an RSI signal strategy. It creates a 14-period RSI with configurable upper and lower thresholds, then opens a long position when RSI crosses above the lower threshold and exits when RSI is above the midpoint. For…

Tehnični kazalnikiVračanje k povprečjuPovratno testiranjeObvladovanje tveganj
backtrader

The code implements a two-asset pairs trading strategy using a rolling ordinary least squares transformation and its z-score. It opens a short-spread position when the z-score exceeds an upper threshold and a long-spread position when it falls below a lower…

Trgovanje s pariVračanje k povprečjuDelnicePovratno testiranje
backtrader

This README introduces Backtrader, a Python platform for both strategy backtesting and live trading. Its example uses a short and a long simple moving average and creates a long signal when they cross. The project overview describes support for multiple data…

Povratno testiranjeTehnični kazalnikiIzvrševanje naročil
backtrader

This example defines a long-only stock strategy that enters when the MACD line crosses above its signal line while a simple moving average is declining relative to its value over a lookback period. It initializes a protective stop several ATR units below the…

DelniceTehnični kazalnikiObvladovanje tveganjDoločanje velikosti pozicije
backtrader

This Backtrader example attaches two price data series to one strategy. It calculates a simple moving average on the second series and uses crossovers of that series’ close against its average to create long and exit signals. The sample then submits orders…

DelniceTehnični kazalnikiSledenje trenduPovratno testiranje
backtrader

This Backtrader example demonstrates a way to inspect memory consumption during a strategy run. It builds a sample strategy with common indicators and a custom indicator, then counts stored data-line cells for feeds, indicators, and observers. Optional…

Povratno testiranjeTehnični kazalniki
backtrader

This Backtrader example pairs a simple moving average crossover with configurable order execution. The strategy buys when the closing price crosses above the average and exits when it crosses below, while allowing one order at a time. It demonstrates market,…

Izvrševanje naročilPovratno testiranjeTehnični kazalniki
backtrader

The document presents a backtesting strategy that compares closing price with a simple moving average. An upward crossover closes any short position and opens a long position; a downward crossover closes any long position and opens a short position unless…

Tehnični kazalnikiSledenje trenduPovratno testiranjeIzvrševanje naročil
backtrader

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…

Tehnični kazalnikiStatistika
backtrader

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…

StatistikaObvladovanje tveganj
backtrader

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…

Povratno testiranjeStatistikaObvladovanje tveganj
backtrader

This example builds a Backtrader signal strategy using a fast and a slow simple moving average. A crossover generates long signals, with an option to enable short signals. The strategy can run on historical data with configurable dates, timeframe, starting…

Tehnični kazalnikiPovratno testiranjeObvladovanje tveganj
backtrader

This code example implements a long-only moving average crossover strategy in Backtrader. It calculates two simple moving averages, with default lookback periods of 10 and 20 bars, and adds a long signal when the shorter average crosses the longer one. A…

DelniceSledenje trenduTehnični kazalnikiPovratno testiranje
backtrader

This Backtrader example shows how to model execution slippage in a simple moving average crossover strategy. It compares a fast and slow SMA, generates signals when they cross, and lets the user choose long-only or long-short trading. The strategy reports…

Povratno testiranjeIzvrševanje naročilTehnični kazalniki
backtrader

This sample demonstrates how to configure a Backtrader strategy to display technical indicators from TA-Lib alongside corresponding Backtrader indicators. Options cover moving averages, stochastic, RSI, MACD, Bollinger Bands, Aroon, Ultimate Oscillator,…

Tehnični kazalnikiPovratno testiranje