vectorbt

After running backtests, many quants want to know the best parameters for their strategies. For that, you can run one of the optimization algorithms that will find the best combination of parameters to give you the best metrics you want to optimize. It’s a pretty helpful feature, and many quants use it. However, you must Running Grid Optimization for Backtests in Python using vectorbt Read More →

The pivot reversal strategy is a popular trading strategy for crypto. It is based on the principle of buying or selling when the price of an asset hits a certain level, signaling a possible reversal in its trend. This strategy can be used to capitalize on short-term price movements in crypto markets. So I decided

When you backtest the strategies you most often you use Profit Target and Stop Loss to protect your earnings and limit your loss. All modern backtesting engines should have these essential features. In this article, I will show you how you can use SL and PT in vectorbt library. In vectorbt framework, you can do

Creating trading bots these days on intraday data become more and more popular days. For simple backtesting trades usually go to Pine Script. But with libraries like vectorbt backtesting in Python become quite simple. Also, not many people know that you can get intraday data for stocks from Yahoo Finance for free. So in summary

UT Bot Strategy is one of the most popular scripts I published on TradingView. I was asked many time if I have a version of this strategy in Python. Recently I started using vectorbt and I decided finally to implement this strategy in Python. First let’s import all the libraries we’ll use in this code:

vectorbt is the new Python Backtesting framework I’m using these days. I really like it so I decided to share an example of the simplest strategy built in the vecotrbt from scratch, so you can understand why I like it. This library is developed mostly in Pandas and Numpy so it should be really fast