"Translating" from quantopian to backtrader
Hey guys, I'm trying to "translate" an algorithm from quantopian to backtrader, however, I get vastly different results.
I think this has something to do with some of these:
I've tried using the following functions in bt to account for them:
However, I still get totally different outcome on the algorithm. Does backtrader have VolumeShareSlippage and commission.PerShare ? Am I using the BT functions correctly on this?
Let me know..
So I just tested quantopian's "PerShare" stocks commission model and comparing to BTs model - well.. for the same amount of shares BT shows 40k $ commissions, Q shows 211.0 $ commissions.
So, again.. does BT have a PerShare commissions model where we can set the minimum amount - 1$, and 0.0115$ per share ?