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Different strategy output for different cash input



  • Hi guys. I am new to backtrader, and started to experiment with it. I've been running the MA example (my code is basically the same as the last chunk from https://www.backtrader.com/docu/quickstart/quickstart.html aside from the data which an ETH-EUR historical daily data). And I have noticed that the outcome of the strategy (thus the strategy itself) depends on the starting cash. Which parameter makes it that way ? Is that linked to the sizer, and its stake ? (I don't understand much what a sizer means)

    For example: with 1000 cash, and the MA strategy in the example, I end up with 983 at best (so losing strategy)
    For example: with 100 cash, and the MA strategy in the example, I end up with 231 at best (so hard-winning strategy)

    Thanks for your help.



  • Ok, nevermind, this was indeed related to the sizer.
    So basically, the default sizer is set to 1. However, with 100 currency, I couldn't buy 1 ETH until it was at the all-time low. This is why coincidentally I was buying at the ATL, giving me a huge ROI


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