This is a comprehensive and extensible event-driven backtesting framework written in Python. It is designed to test quantitative trading strategies against historical stock data, providing detailed ...

Stopped out even though the price hadn't reached the levelOn the morning of October 30, the AUDNZD long position held by the ...

Backtesting evaluates a trading strategy by applying it to historical market data, helping traders assess whether an idea could have been viable in past conditions. A well-conducted backtest accounts ...

I ported TradingView's SuperTrend strategy to Python and ran it on 6.7 years of real ticks with spread and commission: PF 1.97 on gold H4, 0.81 on NZDUSD.

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