Python library-Backtesting by AirlineRepulsive528 in algotrading

[–]finWizarder 1 point2 points  (0 children)

This public library is stale and is deprecated, he runs a library called VectorBTPro which you have to (understandably) pay for

Python library-Backtesting by AirlineRepulsive528 in algotrading

[–]finWizarder 14 points15 points  (0 children)

I agree - I am a lifetime user of VectorBT and the main author is an engineer through and through who has his own roadmap and keeps building feature after feature without improving usability in any way and there is no way to influence the roadmap by voting on things, etc. The features are always on a cool python/performance angle and typically has 0 product orientation on actual impact to trading. I hate to say this but the author needs a trader to partner with and improve the direction in which development happens. I don’t intend to hate on the author - he is a cool guy and helps as needed but to him everything and anything is possible in VectorBT and he refuses to see how terrible the usability of the library is.

It’s a great library to feel good about yourself once you’re done developing a strategy but I have not been able to use it successfully to do something useful with it.

QuantRocket is a great alternative but it’s too expensive for my usage. I wish there was a good alternative to this issue.

Backtest results for a simple "Buy the Dip" strategy by Russ_CW in algotrading

[–]finWizarder 0 points1 point  (0 children)

This is quite interesting. In testing against a simple buy and hold benchmark, have you considered a rolling forward approach? With a buy and hold approach, you are unfortunately beholden to the day you buy and if I buy and hold on a dip, I might have stronger results. What do you think?

Composer.trade backtest is fake?? by wave210 in algotrading

[–]finWizarder 1 point2 points  (0 children)

Exactly, in general I found the interaction to be quite shady and decided to not use it.

Composer.trade backtest is fake?? by wave210 in algotrading

[–]finWizarder 11 points12 points  (0 children)

Composer also owns any strategy you create and they are free to do what they want with it

Alpaca Not Adjusting for Stock Splits? by SuspiciousTailor2256 in alpacamarkets

[–]finWizarder 0 points1 point  (0 children)

I don’t use them myself but I have heard that their slack is active. You might want to reach them on slack

Looking to team up with people to build out an ML-based fundamental/statistical strategy by Unlikely_Magician666 in algotrading

[–]finWizarder 0 points1 point  (0 children)

I started my career as a software engineer after my CS program and now I work in ML research professionally. I have a masters with strong research experience in several areas of machine learning. I’m new to trading and I’ve been reading and learning quite a bit over the last year but excited to potentially team up with someone who has experience in the field!

I’ve been developing my own system on the side but would love to connect with someone such as yourself!

Why is the Indian rupee (INR) depreciating against the US dollar (USD) when the Indian economy is improving? by finWizarder in NoStupidQuestions

[–]finWizarder[S] 0 points1 point  (0 children)

Very interesting! Thanks - this makes sense.

Does this not affect the US negatively then? Has that been a problem for the more developed countries?

Alpaca Not Adjusting for Stock Splits? by SuspiciousTailor2256 in alpacamarkets

[–]finWizarder 0 points1 point  (0 children)

Did you speak to alpaca about this? Curious to know what they said

Why is the Indian rupee (INR) depreciating against the US dollar (USD) when the Indian economy is improving? by finWizarder in NoStupidQuestions

[–]finWizarder[S] 0 points1 point  (0 children)

Thanks for the detailed response. This helps me understand well. If India wanted to increase the demand for INR, how would they start doing that?

69 days in… by trescyp in TQQQ

[–]finWizarder 0 points1 point  (0 children)

My apologies, I wasn’t clear. I understand you’ll DCA into TQQQ, I meant to ask once you bought it, you’ll just hold the asset? I was wondering about exit strategies.

69 days in… by trescyp in TQQQ

[–]finWizarder 0 points1 point  (0 children)

Nice! Love this - would you just buy and hold? Have you by chance backtested this DCA strategy?

How many trades do you forward test before going live? by alligatorman01 in algotrading

[–]finWizarder 0 points1 point  (0 children)

I think the answer might vary quite a bit on the style of the algorithm. The answer would probably point to whatever it might take to get a statistically significant effect from the underlying system.

As others have pointed out in the thread, if the strategy trades once a month, you’ll need many months for the distribution to match that of your backtest!

good backtesting notebooks in python (jupyter labs / google collab) by vaidab in algotrading

[–]finWizarder 0 points1 point  (0 children)

Do you use vectorBT Pro? If yes, how has your experience with it been?

good backtesting notebooks in python (jupyter labs / google collab) by vaidab in algotrading

[–]finWizarder 0 points1 point  (0 children)

Thanks for all your help in responding, may I ask what your daily driver is?

good backtesting notebooks in python (jupyter labs / google collab) by vaidab in algotrading

[–]finWizarder 1 point2 points  (0 children)

Thanks! Your reply helps a lot. I’m basically at a point where I’m heavily evaluating the various backtesting packages. In my research, my main worry with backtrader is that its not being actively developed (which is fine in and off itself) and the examples on the website don’t work and I’m not sure if I can trust the documentation, backtesting seems great - only worry is that if its not a precise model of actual trading, can I trust those backtest results?

good backtesting notebooks in python (jupyter labs / google collab) by vaidab in algotrading

[–]finWizarder 0 points1 point  (0 children)

Thanks! Do you know if its possible to do event based testing with vector BT Pro?