Tutorials

The processes of running live and backtesting are mostly in place already. I have some small modifications and then I add a new strategy very quickly to show how it can be done. In this code I use pandas_ta as a technical analysis library. As of the time fo writing this there is an incompatibility […]

The third stage of backtesting a python trading robot. I’ve removed most of the dirty code from the ma cross strategy now so it doesn’t need a lot of modification to work in test or live mode. In this code I use pandas_ta as a technical analysis library. As of the time fo writing this

The second stage of backtesting a python trading robot. I’m adding methods to allow the same trading robot to run in both a backtest mode and to run live against Metatrader 5. My approach involves using child classes of the Backtest and Strategy classes, to intercept the trading actions and direct calls to either backtesting

Backtesting packages for python are largely geared to proving a strategy rather than simulating trading. The difference is important if you want to later simply run your code against a broker API. To show backtesting I’m starting with the basics, just proving a strategy, or at least how to do that. I chose backtesting.py as

If you haven’t seen it, I have a recent series where I slowly built up an expert using a breakout strategy. The breakout doesn’t use any indicators so I’m following up with videos that use indicators in the EA.

If you haven’t seen it, I have a recent series where I slowly built up an expert using a breakout strategy. The breakout doesn’t use any indicators so I’m following up with videos that use indicators in the EA.

By request a review of 2 variations of a triple supertrend strategy.

People seem to love the optimiser. It gives them a warm feeling to think that the computer will find the best combination of settings for their EA. I’m going to show you something that might change your mind on that.

Yes, finally calling an end to this series. Going back to basics for a beginners coding guide, I’m writing a complete breakout expert based on a published strategy including tips and optimisation.

Wrapping up the series with code for the optional move to break even on first close. Going back to basics for a beginners coding guide, I’m writing a complete breakout expert based on a published strategy including tips and optimisation.