Backtesting in Python Intro using Backtesting.py

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  • Опубликовано: 31 янв 2025

Комментарии • 13

  • @omercasif1
    @omercasif1 3 месяца назад

    Great video as always! I'm sure it will help many people. I have a question: How would you implement Backtesting for trading Futures? I’m getting incorrect values for return, Sharpe ratio, etc.

    • @MLAlgoTrader
      @MLAlgoTrader  3 месяца назад

      Do you want to give me an example what you mean? Like what is the output you expect and what is the output you get?

  • @laukan
    @laukan 4 месяца назад

    Thanks! Why don't you upload 1080p? The text is a bit blurry at 720p

    • @MLAlgoTrader
      @MLAlgoTrader  4 месяца назад +1

      So I actually did upload in HD, RUclips for some reason lowered it. Someone mentioned it to me also and I contacted RUclips support. Apparently, most of my videos haven't been full HD. Seems like only the ones I had to edit ended up being HD. Maybe that is why I am not getting many views lol.

    • @MLAlgoTrader
      @MLAlgoTrader  4 месяца назад

      So actually seems like it might have been my mistake afterall. The default settings for the OBS thing is 720. I guess when edited the videos it made them 1080, but still 720 quality. Very frustrating! I will make sure in the future it won't happen again.

    • @laukan
      @laukan 4 месяца назад

      @@MLAlgoTrader glad you figured it out! Thanks for the interesting videos.

  • @aarondelarosa3146
    @aarondelarosa3146 4 месяца назад

    Can you code it in BackTrader? What's better? Backtesting or Backtrader?

    • @MLAlgoTrader
      @MLAlgoTrader  4 месяца назад

      Hey sorry not sure what you mean by code it in Backtrader? They are two different frameworks. Backtrader is very popular and integrates with Interactive Brokers, but I felt backtesting.py was easiest. Also the official Backtrader hasn't been updated for a while. www.backtrader.com/

    • @weiwei2587
      @weiwei2587 4 месяца назад

      Backtrader is not pandas friendly. If you want to prepare indicators, signals in a pandas dataframe and just use something to test with the prepared dataframe, Backtesting is the way to go.

    • @MLAlgoTrader
      @MLAlgoTrader  4 месяца назад

      I think we can also make it use numba if we try hard enough for it to go faster.

    • @simonebenzi4189
      @simonebenzi4189 4 месяца назад

      Thanks!! More videos like this on backtest, walk forward ecc

    • @MLAlgoTrader
      @MLAlgoTrader  4 месяца назад

      @@simonebenzi4189 I was told that the video is only 720P :( I might need to re-upload it