Backtesting Stock Trading Strategies in Python

In this video, we learn how to backtest and evaluate our stock trading strategies in Python.
DISCLAIMER: None of this is financial advice. I am not a financial professional and this is a tutorial about programming in Python. I am not responsible for any financial or investing decisions you make.
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[@Jxmiecole]

Awesome, been looking for something like this in python for a while. Thanks!🎉

[@ViralKiller]

I have the best strategy..when your random friends start calling you "bro, should I buy Bitcoin now?"....that is the time to sell.....bloodbath like right now...you buy....don't need to see a single chart

[@onzah3515]

you nailed it. and now its time to sell

[@leander79416]

worked well again in 2024

[@PandorasBox2]

i wrote few ones before, loved yours got few insights tnX man

[@danielngandu8656]

Great video very insightful!

[@vuvu7005]

since i dev trading software, thx for this easy and good tool !

[@icode7334]

I feel like he is making money from both applying this to his portfolio and RUclips, great videos keep it up

[@PivotPatTrades]

Wow thanks!

[@hourglass9]

Great Video! Can you simultaneously do a backtesting on all 4 symbols
like for example EURUSD and SPUSD
so if I buy on SP500 on 2011-01-07 and sell on 2011-01- 10 then in the next buy this program will recheck the opportunity in EURUSD and SPUSD and automatically matches the buying signal and then buy that stock after 2011-01-10
in this way we can have a full return on investment based on different stocks
😀

[@shubhampatel6908]

I am actually getting different return values for same date range and stocks. Any particular reason you think ?
I am using data from yfinance as pd-datareader is not working for me. I don't think this is the issue as returns when holding are already same. I am confused and worried as this is finance related.
Seems like dataset issue, I used stooq data and it took 2 less trades, these 2 trades changed the return amount by a lot.

[@raphaelarguello5020]

Great content, thanks for your work!
I am struggling with the size of the position for the backtesting. I am trying to risk 1% of the available cash per position so I enter the sl and size = 0.01. However, the risk is completely off and it only risk 0.014%
And in your code, you don't enter any size, do you know how much is risked per trade?
Would you maybe have a solution please?
Thanks for your help!

[@ccmichaelson]

When I run your second example (towards end of video), I get the following: TypeError: Can't instantiate abstract class MyMACDStrategy with abstract method next

[@Flamefire77]

Got any solutions??

[@animal9470]

What about multi time frames

[@A_R_X]

How can we load custom OHLC data in CSV file in backtesting.py , I'm failing to create a CSV file in a required format .
Can somebody help .
Thank You

[@codingworld-programmerslif430]

I cant find that talib library. How to resolve it?

[@daniel_bohbot]

try this:
conda install -c conda-forge ta-lib

[@satyamARAS]

A series for Quants (newbies ).

[@tcgvsocg1458]

too muchh import! dislike

[@vuvu7005]

this is python lul, go do it yourself in C ...

[@shubhampatel6908]

write all from scratch lol