Posts made by oakenstream

I'm running my strategies across a large number of securities (200+) I know that some are better than others for some type of systems. I dont have to trade them all, I just want the 30 top performers. What would the best way be to find out which ones my strategy have worked the best on. Would I write the transaction to a CSV-file and sort into Excel or something like that?

Thanks!

Ok, I understand it now! thanks!

Ok, thanks both! I will experiment with this approach.

I understand that sounds very reasonable of course.

I'm thinking along these lines: I want to keep a bunch of "exits" in a folder somewhere and then I can combine the current entry with those exits. If this could be modularized I dont have to paste in 15 exits into each strategy class.

Hey,

this might be a bit hard to explain, but I would like to test a strategy with the same buying condition but with varying sellling conditions. Like sell when < 200ma or sell at first profit or after 7 days.

Do anyone have a suggestion how to do that. Would I write different strategies for each one and then run them with a shell script to compare or could I modularize the exit-criteria somehow to not have so much duplicate code?

I hope I could explain it in a good way.

Regards

I have the opposite result. I have multiple feeds, about ~100. My annual return gets calculated from 2016, but most of my data starts in 2007.

===============================================================================
AnnualReturn:
  - 2016: 0.17989527927894033
  - 2017: 0.2342377414639476
  - 2018: -0.04878029921676286
  - 2019: 0.6714767320608188
  - 2020: 0.13523159391989115

I would like to see a full list of annual returns from 2007.

Explanation here:
https://community.backtrader.com/topic/98/float-division-by-zero/5

Hey,

I want to check if there are any updates on how to get the gains or losses of a position. I want this to implement the "sell after X days or after the first day in profit"

Re: Find if an open position is a losing position

@backtrader said in Optimization with multiple feeds:

@oakenstream said in Optimization with multiple feeds:

I dont exactly see where it is

Neither does the rest of us.

I removed this optreturn and it worked:

cerebro = bt.Cerebro(optreturn=False)

@oakenstream said in Optimization with multiple feeds:

Hey, is it possible to optimize with multiple feeds?

Yes, we can.

Ok, thanks!

Hey,

I want to use the fast stochastic's K value and check when that one crosses under 10 from a strategy in a book. I'm doing this:

self.inds[d]['faststoch'] = bt.indicators.Stochastic(d, period= 2)

and I'm geting this:

ZeroDivisionError: float division by zero

the definition of the fast stochastic is I beleive:

%K = (C – L) / (H – L) * 100
%D = 3 days smoothing

I would like only to use the %K value. Is this possible?

Hey, is it possible to optimize with multiple feeds? I'm getting an error, I dont exactly see where it is so I assume it's because of multiple feeds.

Thanks man! It works. I guess I struggle a little bit with the concept of the init method or something like that.

Do I need to create a new data feed containing the high + low or how can I do this?

Hey,

I would like to calculate the following:

• average[Length]((High+Low)

can I do that with bt.ind.average? how would I go about to do this?

Thanks a million times for help on this!