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Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.

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54 dokument

backtrader

This Backtrader example demonstrates a simple moving average crossover strategy and how cheat-on-open mode changes the timing of order decisions. It builds two moving averages, with configurable periods and moving-average type, then uses their crossover as…

AktierTekniska indikatorerBacktestningOrderutförande
backtrader

This example shows how to replay lower-timeframe price data as daily, weekly, or monthly bars in Backtrader. A simple strategy calculates a configurable simple moving average and prints lifecycle messages as the replayed data advances. The script lets users…

BacktestningTekniska indikatorer
backtrader

This Backtrader example demonstrates managing several data feeds independently within one strategy. It assigns entry and holding weekdays by data-feed index, tracks each feed’s position and outstanding orders, and sizes buys and sells differently through a…

Flera tillgångsslagOrderutförandePositionsstorlekBacktestning
backtrader

This proposed stock screen combines daily price movement, a morning star candlestick setup, and market activity. It first calls for amplitude above 1, then identifies a morning star pattern and sorts qualifying shares by perceived popularity. The…

AktierKinesiska marknaderTekniska indikatorerMarknadssentiment
backtrader

This Backtrader example combines two entry and exit signals on a selected data feed: a short and long simple moving average crossover, and a MACD line crossing its signal line. Each bullish crossover adds half of the strategy's target stake, while bearish…

AktierTekniska indikatorerTrendföljningBacktestning
backtrader

This Backtrader example demonstrates a simple breakout-style strategy and a way to process daily bars in two stages. The strategy compares the current high with a rolling highest-high indicator, submits an entry when they match, and exits after a configured…

AktierUtbrottBacktestningOrderutförande
backtrader

This example script demonstrates how to connect Backtrader to OANDA data and optionally use an OANDA broker. It defines a sample strategy that logs market data and a simple moving average, tracks data and order notifications, and can submit sample buy or…

ValutahandelOrderutförandeBacktestningTekniska indikatorer
backtrader

This Backtrader example loads a base data feed and creates a second feed at a larger timeframe, with daily, weekly, or monthly options. The larger feed can be produced by resampling or replaying the original series, loaded separately, or created through…

Flera tillgångsslagTekniska indikatorerBacktestning
backtrader

This Backtrader example demonstrates how to monitor portfolio drawdown while running a simple moving-average crossover strategy. It calculates a 15-period simple moving average and uses a crossover between closing price and the average to generate buy and…

AktierTekniska indikatorerRiskhantering
backtrader

This Backtrader example demonstrates target orders in three forms: a desired share size, a desired position value, or a desired fraction of portfolio value. Each bar, it derives a changing target from the calendar day and month, then submits the selected…

OrderutförandePositionsstorlekBacktestningTekniska indikatorer
backtrader

This Backtrader example implements a simple moving average crossover strategy. It buys when the closing price crosses above a configurable moving average and sells when it crosses below; unless configured for long-only trading, it can also open short…

BacktestningTrendföljningTekniska indikatorerRiskhantering
backtrader

This code defines two pivot-point indicators that calculate a central pivot, two support levels, and two resistance levels from high, low, and close prices. The first uses the previous bar’s prices, a common way to derive levels for the next period without…

Tekniska indikatorerAktierTerminer
backtrader

This Backtrader example demonstrates a price-versus-moving-average signal and an optional moving-average crossover exit. The entry signal is the difference between the close and a configurable simple moving average: positive values indicate price above the…

Tekniska indikatorerTrendföljningBacktestning
backtrader

This Backtrader example demonstrates a simple trend-following strategy and order-monitoring setup. It calculates a 15-period simple moving average and uses a crossover between the closing price and the average: an upward cross creates a buy signal, while a…

BacktestningTrendföljningTekniska indikatorerOrderutförande
backtrader

This Backtrader example demonstrates how to combine a sequence of Euro Stoxx 50 futures contracts into a continuous rollover feed or a simple chained feed. It compares the framework's Cerebro rollover and chain options with directly adding a RollOver data…

TerminerBacktestningOrderutförande
backtrader

This Backtrader example implements a simple moving-average crossover strategy. It buys when the closing price crosses above a simple moving average and sells when it crosses below. A long-only setting suppresses short entries, and a configurable stake…

Tekniska indikatorerTrendföljningBacktestningOrderutförande
backtrader

This example shows how to load daily market data from a delimited text file into a pandas DataFrame and pass it to Backtrader as a Pandas data feed. It uses a basic Backtrader strategy, runs the engine over the data, and plots the result. Optional…

BacktestningTerminer
backtrader

This Backtrader example shows a simple strategy that counts changes in calendar date and alternates between opening and closing a position when its counter reaches two. Orders use the close execution type, so the intended fill is at a bar’s closing price.…

OrderutförandeBacktestning
backtrader

This example shows how to compare two long-only signal strategies in Backtrader. One strategy enters based on a crossover between 10-period and 30-period simple moving averages; the other uses a crossover between the closing price and a 10-period simple…

AktierTekniska indikatorerBacktestning
backtrader

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…

BacktestningOrderutförandeStatistik
backtrader

This Backtrader example defines a signal strategy using a fast and a slow simple moving average, with configurable periods. A crossover drives long entries; an option enables long-short signals. The script loads historical data, sets starting cash and…

BacktestningTekniska indikatorerTrendföljningPositionsstorlek
backtrader

This Backtrader example shows how a strategy can use two data feeds: a moving average crossover on the second asset generates long entry and exit signals, while orders are placed on the first. The signal uses a simple moving average and a crossover of the…

Flera tillgångsslagAktierTekniska indikatorerBacktestning
backtrader

This sample Backtrader strategy demonstrates how to connect Interactive Brokers data and broker components, inspect incoming data, and optionally submit test orders. It prints bar fields and a simple moving average, reports data, order, and trade…

OrderutförandeTekniska indikatorerAktier
backtrader

This Backtrader example enters a long position when a short-period simple moving average crosses above a longer-period average. Once a position exists, it submits a sell stop order, configurable as a trailing stop or trailing stop-limit. The trailing…

BacktestningTrendföljningTekniska indikatorerRiskhantering