Daniel RodriguezOn Backtesting Performance and Out of Core Memory ExecutionOriginally at…Oct 26, 20191Oct 26, 20191
Daniel RodriguezCross-Backtesting PitfallsSomethings that tends to repeat itself in the backtrader community is that a user explains the will to replicate the backtesting results…Sep 4, 20191Sep 4, 20191
Daniel RodriguezFractional Sizes in backtraderTo start with, let’s summarize in two lines how the approach to backtrader works:Aug 29, 20191Aug 29, 20191
Daniel RodriguezBeating The Random EntryThere have been recently some threads on reddit/r/algotrading about the success in replicating published algotrading strategies. FirstAug 26, 2019Aug 26, 2019
Daniel RodriguezRebalancing with the Conservative FormulaThe Conservative Formula approach is presented in this paper: The Conservative Formula in Python: Quantitative Investing made EasyJul 22, 2019Jul 22, 2019
Daniel RodriguezMFI GenericIn the recent Canonical vs Non-Canonical post, the MFI (aka MoneyFlowIndicator) was developed.Jul 17, 2019Jul 17, 2019
Daniel RodriguezCanonical vs Non Canonical — BacktraderThe question has shown up several times more or less like this:Jul 9, 2019Jul 9, 2019
Daniel RodriguezCustom “recursive” indicator in Python with backtraderIn the previous article (Custom Indicator Development in Python with backtrader) the development of a custom indicator was explore (the…Sep 3, 2018Sep 3, 2018
Daniel RodriguezCustom Indicator Development in Python with backtraderThe origins of backtrader are rooted in a simple idea:Aug 18, 2018Aug 18, 2018
Daniel RodriguezThe MetaParams Pattern in PythonWhen working with classes in Python, class attributes can be used to have default values, which can be customized during initialization…Apr 26, 2018Apr 26, 2018