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Looking for suggestion



  • Hello Folks,
    first post. I just joined this forum because I'd like to make my own trading system, but I don't know which backtest platform fits my needs, and I was wondering you can confirm that Backtester could be the right one.
    Characteristics are:

    • low number of trades during the year (think something like Meb Faber Tactical Allocation, where I change the portfolio composition and rotate the assets depending on rules)
    • have embedded technical indicators
    • should be flexible enough that I can enter external data to be used as signal (for instance, macro economic data pulled from FRED)
    • therefore, should be flexible enough to manage conditions that are not just technical indicators signals (for instance: when ISM goes below... sell...)
    • I don't need live trading
    • if possible, should be able to handle bonds, not just bonds ETFs

    Thanks for any help!



  • @Simone-Pasotti said in Looking for suggestion:

    low number of trades during the year (think something like Meb Faber Tactical Allocation, where I change the portfolio composition and rotate the assets depending on rules)

    Backtrader can handle most any number of trades per year.

    @Simone-Pasotti said in Looking for suggestion:

    have embedded technical indicators

    You can use build in indicatorys, ta-lib, or build own, which is very common.

    @Simone-Pasotti said in Looking for suggestion:

    should be flexible enough that I can enter external data to be used as signal (for instance, macro economic data pulled from FRED)

    You can add in pre-calculated indicator lines as data and use them to make decisions.

    @Simone-Pasotti said in Looking for suggestion:

    I don't need live trading

    Live trading is available but you don't need to use it.

    @Simone-Pasotti said in Looking for suggestion:

    if possible, should be able to handle bonds, not just bonds ETFs

    I've not seen backtrader used for bond trading and it may be a problem unless I'm corrected by others. But backtrader works with data 'lines' where the data occurs over the full length of the backtest. Contractual type instruments are problematic as they have a finite existance and then you roll to another instrument. Options for example and backtrader don't mix well. I suspect bonds are an issues as well.



  • @run-out thanks for the detailed answer.
    A couple of comments:

    • one big caveat I forgot to mention is that I am not going to code it. My programming skills are quite low, it will take me too long. I would pay someone to do it, so if anybody consider it feasible and is available, feel free to contact me by email (I don't have issue about the privacy of my algo, I am not expecting it to be revolutionary, just something that works to backtest my investment ideas).
    • about the external data comment, can you point me to somewhere in the backtester documentation where it gives a bit more details about "pre-calculated indicator lines"?

    thanks



  • @Simone-Pasotti For the indicators being added, you can check out this thread where we add in a line called delta.

    https://community.backtrader.com/topic/2728/pandas-data-feed-extension-issue/5

    There are numerous ways to add in lines and it is quite common. I prefer using pandas which allows me to preprocess the data if necessary.

    If you are getting data of FRED or other sources these can be used in your backtest. Individual bonds are probably out, but bond etfs are quite usable.

    If you are looking for assistance I can help you. See my site runbacktest.com

    You can contact me through there.

    Good luck either way.


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