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    Visualisation and Analysis Possible Without Backtesting?

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    • NewestTrader
      NewestTrader last edited by

      Hi,

      I have some (historical) trade data available together with the historical data of the instrument that was used for trading.

      Is it possible to feed this data into backtrader to just visualize the trades, the P/L curve of the strategy and get data like sharpe ratio etc. back from backtrader?

      Thanks in advance!

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      • A
        ab_trader last edited by

        Last time I was working on such task, I've developed an indicator which read all trades (execution prices, trade sizes, trade directions) data, and was issuing orders with the appropriate sizes and execution prices using this indicator as a signal generator. Went this more complex way since I wanted to test how additional stops affect the strategy.

        If you want just test the set of trades, than I think easier to use signal strategy Docs - Strategy with Signals

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        • NewestTrader
          NewestTrader last edited by

          Thanks :-)

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          • B
            backtrader administrators last edited by

            See this: Blog - Evaluating external historical performance - https://www.backtrader.com/blog/posts/2017-07-05-order-history/order-history/

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            • NewestTrader
              NewestTrader @backtrader last edited by

              @backtrader

              Thanks, it's so cool to see what a large set of features this platform offers!

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