Navigation

    Backtrader Community

    • Register
    • Login
    • Search
    • Categories
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    • Search
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    Tick-based backtesting

    General Code/Help
    2
    3
    151
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • aminsaqi
      aminsaqi last edited by

      Hi everyone. I want to perform backtests such that:

      • Indicators being calculated with daily timeframe data.
      • Main loop progress with tick-based data or at least like zipline (with closes of a shorter timeframe, like 1min).

      And I need feature two for the following:

      • being able to simulate stop-losses, i.e. within candle body or shadows - not only in candle close.
      • being able to backtest intra-bar strategies, so it could simulate entry and exits within body of a single bar.

      Is it possible to do it with backtrader? Can you show me some examples?

      Thanks in advance.

      run-out 1 Reply Last reply Reply Quote 0
      • run-out
        run-out @aminsaqi last edited by

        @aminsaqi Please look for resample and replay in the docs and in this community.

        RunBacktest.com

        aminsaqi 1 Reply Last reply Reply Quote 2
        • aminsaqi
          aminsaqi @run-out last edited by

          @run-out Thank you. I got what I exactly wanted in the replay post.

          1 Reply Last reply Reply Quote 1
          • 1 / 1
          • First post
            Last post
          Copyright © 2016, 2017, 2018, 2019, 2020, 2021 NodeBB Forums | Contributors