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    aminsaqi

    @aminsaqi

    Quant Investor | Instructor | Mentor

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    Best posts made by aminsaqi

    • RE: Tick-based backtesting

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

      posted in General Code/Help
      aminsaqi
      aminsaqi

    Latest posts made by aminsaqi

    • RE: Tick-based backtesting

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

      posted in General Code/Help
      aminsaqi
      aminsaqi
    • Tick-based backtesting

      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.

      posted in General Code/Help
      aminsaqi
      aminsaqi