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trading-strategies

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Lean
quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

  • Updated Aug 30, 2021
  • Python
Superalgos
WenceslaoGrillo
WenceslaoGrillo commented May 29, 2020

Some suggestions to make it easier to run the backend without the front end. Some of these suggestions might be *ix only:

  • a command line parameter to indicate that the back end should start with everything that is pending without waiting for a front end to be available in the browser.
  • some instruction to make it work as a daemon (Linux) or service (Windows) to gain independence from the te
backtesting.py
zillionare
zillionare commented Apr 30, 2021

this is how Buy & Hold Return is calculated:

        c = data.Close.values
        s.loc['Buy & Hold Return [%]'] = (c[-1] - c[0]) / c[0] * 100  # long-only return

so it's calced use day one and the day last.

Expected Behavior

Buy & Hold Return is used for compare with strategy gain. Therefore, I guess they should started at same time, since the strategy get enough data to w

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