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Questions - back-testing

Vectorbt - Importing an indicator from Pandas_ta and setting entries and exits

I am trying to import the VWAP indicator from pandas_ta and test a simple strategy utilizing it with vectorbt. My code so far is: import vectorbt as vbt binance_data = vbt.BinanceData.load('ADABUSD_1...
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Krzysztof Jakubowski

python

pandas

numpy

back-testing

Votes: 0

Answers: 1

Latest Answer

You can use the class method in the indicator factory for that: VWAP = vbt.IndicatorFactory.from_pandas_ta("VWAP") vwap = VWAP.run(high, low, close, volume)
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Carlo A. Fernandez B.

Conditionally set data frame values based on logic

I have a data frame that has price of an asset, a bunch of trigger prices and some price target parameters. target_A = +2 target_B = -1 price trigger 2017-08-17 04:00:00...
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blueorchid

python

pandas

time-series

multiple-columns

back-testing

Votes: 0

Answers: 1

Latest Answer

I converted the sample data into a csv and was able to come up with this code for counting target_A and target_B hits. df = pd.read_csv('price.csv', names=['date', 'price', 'trigger']) # cast "No...
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rex

long and short strategy with macd indicator in Backtrader

I just switched from Matlab to python and even newer to the backtrader library for backtestingtrading strategies. My questions might seem obvious. My problem seems similar to this : https://community....
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AMT456

python

algorithmic-trading

quantitative-finance

back-testing

backtrader

Votes: 0

Answers: 1

Latest Answer

In your code you are showing the following: if self.data.MACD_hist[0]>0: if self.position.size<0 and self.data.MACD_hist[-1]<0 : self.close() ...
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run-out

My strategy.entry() is not executing at all

I've just recently started pine scrip and I wrote this code backtest a strategy, however the strategy.entry() function seems not to be working. I've even changed it such that it has nothing to do with...
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Fireshot2002 Fireshot2002

pine-script

algorithmic-trading

back-testing

pine-script-v5

Votes: 0

Answers: 1

Latest Answer

Fireshot, you only have entry calls in this strategy. Trades are executing, but we cannot calculate trades without closed trades. I have 50 open positions after pyramiding to your limit, they we have ...
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Bjorgum

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