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.
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.
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.
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/
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.
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.
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?
Thanks! Why don't you upload 1080p? The text is a bit blurry at 720p
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.
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.
@@MLAlgoTrader glad you figured it out! Thanks for the interesting videos.
Can you code it in BackTrader? What's better? Backtesting or Backtrader?
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/
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.
I think we can also make it use numba if we try hard enough for it to go faster.
Thanks!! More videos like this on backtest, walk forward ecc
@@simonebenzi4189 I was told that the video is only 720P :( I might need to re-upload it