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How to use BT for signal generation



  • Hi all,
    I have developed a simple strategy, backtested it and now I would start doing some demo testing. The question is if it is possible to use BT to generate signals based on the same strategy I have backtested or should I use a different tool? Is there any example doing it?

    Thanks,
    Alex



  • From the last time I have read the documentation, it is now awesome!!!!

    I found what I am looking for: https://cookbook.backtrader.com/documentation/signal_strategy/signal_strategy/

    I am liking backtrader every day more!!!

    Thanks guys behind this platform for your efforts


  • administrators

    I don't know if your first message matches what SignalStrategy does. SignalStrategy is a strategy which completely automates the trading logic for a trader, if the trader is capable of packing the signals in Indicators which deliver clear values.

    When the trader is capable of that, the rest (entering long, entering short, closing positions) is done by the underlying code.

    Hopefully it is what you wanted.



  • Thanks @backtrader for your reply.
    Today I am working on this part but I am confused and I am not sure doing the right thing.
    I try to explain the goal, maybe you can give me your opinion and put me on right road.
    I have a simple channel breakout strategy made by 2 indicators (entry channel breakout, exit channel breakout). The strategy backtested uses the entry channel breakout to enter the market long or short and then uses the "exit channel breakout" to close the position.

    Now I will run the strategy (the original strategy or the SignalStrategy) every day on latest XX bar and I want to send an email when the entry signal is fired and another when it is time to exit.

    Actually I was thinking to use original strategy and use order generated as "signals", what do you think?
    And if it looks like acceptable how can I access the current order situation and type (long/short)?


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