How much actual gains are in this backtest?
It's buying/selling at 5% risk of cash balance, 5% trailing stop.. would like to discuss what the strategy is once I'm ready to sell it, but these results over about 6 months seem to indicate about $4400 growth in value but $101k+ growth in cash.. what's the actual growth? http://prntscr.com/o2vs2k
LFruth last edited by
Hard to tell without seeing your code.
Are you considering commissions?
no, but there's about 2338 trades over that 1yr backtest. I think the commissions would be minimal. It's set to NONE broker, is there a way to tell backtrader to auto adjust based on a given broker, or do I just manually adjust down the cash ie. setcash = getcash - $9.95 or whatever?
I hesitate to share my Github here... am PMing you @LFruth... guess no PMing here eh
I do know this entire bot fails should people take the max. 2 days they're allowed to submit their insider trading to SEC, or if SEC doesn't report in realtime when they receive submissions.. a little birdie in my mind seems to remember they report on Fridays for the week, which would cripple this strategy
The graph is $9.95 flat fees (questrade) the terminals are left= $1.00 flat fees (IBKR) and the $9.95 questrade... still looks to be winning
Some mundane detail must be off, haha. Nearly $1m cash growth since halfway thru 2018 til now. http://prntscr.com/o2wbf9
You are expecting people to go to
youtube.com, but posting basic details about what you do is simply too much.
Not even simple logging.
The mundane detail: you have at least one HUGE bug in your code.
I hesitate to share my Github here
Nobody wants to see your Github.
Generate logging as to what you buy and what you sell and your current position in the market (as reported and not as wished by you) and the bug will be clear.
It will be so obvious that anyone seeing your post will be able to tell you. The final portfolio value is telling you how much money you have made ... you are in negative. You lose half of your initial investment.