Navigation

    Backtrader Community

    • Register
    • Login
    • Search
    • Categories
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    • Search
    1. Home
    2. ThePunlee
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
    • Profile
    • Following 0
    • Followers 0
    • Topics 1
    • Posts 1
    • Best 0
    • Groups 0

    ThePunlee

    @ThePunlee

    0
    Reputation
    8
    Profile views
    1
    Posts
    0
    Followers
    0
    Following
    Joined Last Online

    ThePunlee Unfollow Follow

    Latest posts made by ThePunlee

    • Is it possible to backtest over a trading universe and also multiple strategies?

      My first question is, if I have a 500 datasets for 500 stocks for the S&P500. Is it possible to do event driven backtesting over 500 constantly updating 'bars' and also implement indicators over them? Upon doing that I want to create signals from the 500 stocks upon the updated bars.

      For the next question, is it able to backtest at a portfolio level where I have multiple strategies running in parallel. For example, if I have three strategies, I will assign a portfolio weight allocations to each strategy, 0.2, 0.4,.0.4 of my total equity. Also each strategy will also have a different market universe.

      Thanks guys!

      posted in General Discussion
      ThePunlee
      ThePunlee