Topics created by Richard O'Regan

@Richard-O-Regan
Hi! Nice plots. I was looking into Bokeh sometime ago, but wasn't able to do any valuable staff. Not a lot of experience with python.

Can you share more details on the plotting with alternative package? Do you pass bt data directly into it or pass it to pandas (for example) first and then use in the plotting package?

Great! Bravo!

@richard-o-regan Good afternoon. I just joined BackTrader. Long-time futures trader; technical. Years ago with aid of programmers created own linux-based backtesting and then real time trading. Now looking for back testing platform. Found QuantConnect on IB site, but others recommended Backtrader. I will be working with programmer, but based on number of years experience backtesting tens of thousands of iterations, what we did was to rather than merely take output, and rearrange, place all output into a large spd sheet. That included say all 500 iterations for a test, along with all the indiv vars, and columns such as you suggest, % pft tdes, etc. However, with spd sheet, could easily sort on columns, as well as sub-sorts. Regards,

@backtrader ah ok cool. All noted, thank-you

I read this several times and considered and meant to reply but forgot.
Thank-you, your reply was helpful!!

Hi backtrader, just checking the canclled pull request.
My code changes were this:
0_1508350449050_SQN change 1.png

Just checked yours and agree more elegant. Nice one.
0_1508350517428_SQN change 2.png

@backtrader Thanks for your reply. After playing with BT a couple of weeks, never paid much attention to LineSingle/Multiple.. I will take a closer look.
Thanks for feedback

Hi guys, if anyone wants to use this Kelly performance measure, you can get it here;
https://github.com/rich-oregan/backtrader

Don't mean to teach you to suck eggs but some newbies here and want to make easy for everyone :)

There are two files.

"kelly. py" [main file]

"init.py" [contains just one small bit of code at the bottom;]

from .kelly import *

0_1508369029498_Untitled.png

I've got a much better set of performance measures I've created. I just need to write some notes/comments for.. stay tuned.

Ahh.. that makes total sense.. surprised I missed in the docs, I was looking in different places for e.g. 'get_strategy()'.. e.t.c.

Your quick replies are really appreciated and help with speedy development.

I can confirm that backtrader is by far the best option compared to zipline, and quantconnect. The zipline code is a mess, they implemented it, then decided to create a new library to implement basic statistics which they got wrong then created a new library to implement the risk metrics. It is inefficient and Quantopian holds back enough code to just make zipline unusable.

Quantconnect has a better architecture but it also has a lot of old legacy code.