Getting different results from backtesters. Repo in description
I tried validating a strategy from backtrader using pandas and I cant manage to do it. Im not sure what is the problem. I made a small repo with the code to see if anyone can spot the problem and tell me what im missing. Thanks!
I ran a simple 2 moving average crossover strategy with a live account and can confirm the results from live trading matched the back test with backtrader.
I plan on running a few more strategies with a live account to make sure real trades match locally backtested trades to a degree. This is my litmus test to determine whether or not to use a framework. I have a fully developed custom back tester, but maintenance has become too time consuming so hoping that backtrader is a good solution. So far I'd recommend it.
@edlg took a quick look at your code for Pandas tester and noticed there's no lag. Could be causing incorrect results.