@andydataguy
Great channel bro. Thanks for the vids!
@williamD13
Are you able to do Walk Forward Optimization with either framework?
@sdoofette
Great video as always thanks so much! Would you know of any backtesting package that deals with Bid Ask Data as separate data source (handy for entry and exit that takes into account Bid-Ask spread) ?
@iAlexMG
can you make a video of the installation of VectorBtpro
@ЕвгенийКрасилов-о9о
I would try vectorbt, but... I really like to write strategies by my own =} and the reason I would try vectorbt is to see examples how they implemented all this with numba... One work-based history: I had script that loops over 4800 pairs of futures and trades its spread forward walking and after 1.5 days only 130 pairs were done... Okey, I decided to speed it up and wasted 3 days to rewrite code, get rid of every single pandas object, even writing some numpy functions equivalents (like np.all(ndarray, axis=1) because additional parameters like axis are not implemented) and even type errors like stupid one when I typed that whenever I don't have money for one/both tickers - then real deposits for both tickers is np.arr([0, 0]) but it should be float type like np.arr([0., 0.]) Or declare dtype... 3 days of hell, but numba gave me 130 pairs in 10 minutes! And it's with compilation time ~40 seconds. So I would like to see how they solved problems I got in my experience.
@amanchaure5584
Sir, which backtesting framework allows to put trailing stoploss ?
@franky12
Have you used Blankly, also a new Framework?
@vijayenderbandaru
you were spot on
@piakdrive
Thanks for your good job.
@OllieFeraher9
Can we get reasons if python backtesting is better than MQL5 and pinescript?
@snowjohn2585
how to pay with ETH?
@dorothylivingston5437
Anderson Barbara Anderson Daniel Martin Sharon
@SS-gu2tx