Vectorbt reddit.
Vectorbt reddit VectorBT is supposed to be way faster, and better for data-mining plus it has great summary with all the stats you need, but I’m a beginner and there isn’t a lot of documentation on it, plus now you have to pay a little for the new pro version. Vectorbt handles broadcasting, so you can backtest many algos or strategies at once. I’m checking out vectorbt now and it looks like a game changer. As I noticed some people mentioned vectorbt and I very much agree, also there is a very good tutorial that tackles it's main features, I hope its of some use to you. pro blog. Research and conversations for algorithmic traders. The official Python community for Reddit! Stay up to date with the latest news, packages, and meta information relating to the Python programming language. It allows you to set slippage etc, but not sure if that’s sufficient or if you’re looking for something more r/vectorbt: Come join fellow traders in the vectorBT universe! Together, we'll dive into the world of advanced backtesting and trading strategy… Then I read that there are some bots that are buying coins for a lesser price on one exchange and sell it on another exchange where that coins is at higher price. QuantConnect is a beast on its own and is much more complete as a backtesting platform. --- If you have questions or are new to Python use r/LearnPython Does vectorBT have a built-in Exponential Moving Average? Is so where in the documentation does it say how to implement it?. Before you dig in my reply, here is a background. Vectorbt is vectorized backtesting tool while many in the market prefer event-driven backtesting tool. definitely legit for the pythonistas in here cuz it's super lightweight and integrated with the python data science / ML stack Hi I want to backtest an idea based on fundamental data. Best version of python for VectorBT? I heard from a one year old tutorial that vector by can have compatibility problems with the latest versions of python, and that python 3. This way you are not limited by flexibility of vectorbt or other frameworks. As you can see in the VectorBT documentation (attached), they provide examples to what attributes the SMA object should bear when called from different libraries. For some reason it sounds just wrong but looks like that is what they do. com Oct 25, 2022 · With that said, VectorBT looks really nice. 2M subscribers in the Python community. Check out vectorbt The official Python community for Reddit! Stay up to date with the latest news, packages, and meta information relating to the Python programming language. I’m currently using backtrader with data gathered via TD api. The video has to be an activity that the person is known for. comments sorted by Best Top New Controversial Q&A Add a Comment I made this dashboard to live up to the expectations that vectorbt makes possible creating reactive backtesting dashboards. Because of its vectorized approach, Vectorbt is running blazingly fast, but in many times, the backtest result is lower "accuracy" compared to event-driven backtesting tool. Once you get to the point where you need more custom backtests with large amounts of data I use VectorBT library for python. Just need to learn Python. If you have the chance to test your strategies both on tv and python (backtrader or vectorbt) with a 70/30 walk forward you will notice it. I have found few challenges to implement the entries and exits as below: entries - how to put buy limit order for vectorbt? exits - how to close trade after trades opened for 10 days? Hope for help, thank you. As for libraries, most backtesting libraries allow for parameter optimization; backtrader, vectorbt, Quantconnect (these are the ones I have tried). --- If you have questions or are new to Python use r/LearnPython Posted by u/plkwo - 302 votes and 57 comments I also took a look at vectorbt, but that seems more along the lines of the typical step through method as well just optimized to run on a larger scale. A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. The official Python community for Reddit! Stay up to date with the latest news… Hi all, I wanna ask if we could backtest this strategy with vectorbt (as shown in the image below). Reply reply I do the calculations out of vectorbt framework using pandas/numpy, and save the signals/sizes as a separate pandas series or as a column in the main dataframe, then feed vectorbt with this series/dataframe to do the trades. However that was one year ago. its by Chad Thackray on YT. Or check it out in the app stores Pyportopt, vectorbt, fastquant, quantstats, TA-Lib, Prophet Dear algo trading community, I want to train a model to optimise a rebalancing strategy on crypto (just a backtester in Python for learning purposes). Come join fellow traders in the vectorBT universe! Together, we'll dive into the world of advanced backtesting and trading strategy optimization, making smarter decisions along the way. View community ranking In the Top 1% of largest communities on Reddit TradingView provides a minimal amount of candles in the 1m chart to backtest on and I need to test it further. Image. If you have something to teach others post here. I do have tv premium too and I can guarantee it overfits. It vectorises backtesting multiple parameters rather than linearly looping through them, it's fast! We would like to show you a description here but the site won’t allow us. I used vectorbt a bunch last year, needed to learn a ton about numba optimizations to have it work at scale. The only advice I would give is [insert_proverbial_saying_about_not_forcing_a_failing_method_to_work]. 7 was the way to go. Vectorbt is the hotness at the moment. I personally use vectorbt do my research, analyze the market, and design the strategy, and other backtesters to validate it. 3 subscribers in the robotrading community. For example, a professional tennis player pretending to be an amateur tennis player or a famous singer smurfing as an unknown singer. I am currently testing its basic version - figure there is much to learn before considering the pro version. There's also the fact that I haven't completely figured out all of the capabilities of vectorbt (not to mention the pro version). Doing everything with NumPy arrays and Numba is awesome. Get the Reddit app Scan this QR code to download the app now. The data required for running the tutorial is in the data/ folder. --- If you have questions or are new to Python use r/LearnPython r/vectorbt: Come join fellow traders in the vectorBT universe! Together, we'll dive into the world of advanced backtesting and trading strategy… We would like to show you a description here but the site won’t allow us. Hello, I'm trying to run a simple backtest but I'm having trouble with the Bollinger Bands indicator object. View community ranking In the Top 1% of largest communities on Reddit. The difference is night and day. I’m still a beginner with python so I’m going to try to work with it and see what happens. It's this , this is the web interface, I recommend downloading 1 month of data at the time. r/vectorbt: Come join fellow traders in the vectorBT universe! Together, we'll dive into the world of advanced backtesting and trading strategy… Hey! Thanks. This subreddit is not run by or affiliated with Elegant Themes. Vectorbt is incredibly efficient for backtesting. For example it will rebalance each quarter based on criteria like top 50 fcf / sales market… I see a lot of people on this sub recommending to build your own backtesting library/tool instead of using Backtrader/VectorBT etc. It’s not flexible when you get into large multi symbol trading esp when entering/exiting within same time steps or evaluating p/l per symbol or per symbol groups as opposed to the full portfolio. That is data visualization though and not really backtesting. I use TargetPercent method but you can also use signal type approach. I did the same, started with backtrader then switched to vectorbt. Just be careful an thoroughly test everything :) Welcome to the unofficial Divi subreddit, the number one place on reddit to discuss Elegant Themes' flagship WordPress template. I was wondering if people who took that route had any advice/input on the subject. If you want to automate the download process you could install the NPM module if familiar with NodeJS or install the command line version of the same package and automate it with a batch script. I wanted to check with the community here - about your experience? Are any of you using it - what does it do better that others don't and any tips and tricks to get the best from this back-testing Explore the GitHub Discussions forum for polakowo vectorbt. I use it in combination with historical stock data I get from my broker (Interactive Brokers) via the I bit the bullet a few months ago as I was really liking Chad's vectorbt tutorials on YouTube but found vectorbt's documentation to be lacking. VectorBT is best suited for rapid strategy development, ML testing, and hyperparameter optimization. vectorbt is definitely a must try, cool features and its very very very fast. 1. What to do when an entry signal and exit signal occur on the same bar (it can happen in outlier cases) What to do with repeat entry signals - may be in a trade already (1), if another entry signal occurs (depending on how code it, wouldn't want to reset entry price on duplicate entry signals) - one could add to the position or just ignore the repeat signal. although if your strategy is simple and not much time consuming and one doesn't wish to try out new frameworks, backtrader is alright too! See full list on greyhoundanalytics. I know my Python OK but I don't really know where to start with such a project. 3K votes, 68 comments. If you want to learn Python for trading, I think these libraries will help Computation, statistic, math: numpy, pandas, scikit-learn Visualization: matplotlib, seaborn, plotly (pick one, recommend first one) A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. Cython is incredible!! Wrote my algos in python, all working good. We would like to show you a description here but the site won’t allow us. Use this subreddit to ask questions, show off your Divi creations and meet other Divi enthusiasts. Discuss code, ask questions & collaborate with the developer community. --- If you have questions or are new to Python use r/LearnPython 30 votes, 36 comments. The coolest feature is that it allows comparing any strategy to an arbitrary number of similar, randomly generated strategies (10-1000) in a matter of seconds to see the potential of this particular trading period. All free. Even on the VectorBT page, half the page is data visualization of the backtest results. A Collection of public tutorials published in the qubitquants. true. PyBroker was designed with machine learning in mind and supports training machine learning models using your favorite ML framework. You can easily train models on historical data and test them with a strategy that runs on out-of-sample data using Walkforward Analysis. Reply reply /r/StableDiffusion is back open after the protest of Reddit killing open API access, which will bankrupt app The official Python community for Reddit! Stay up to date with the latest news, packages, and meta information relating to the Python programming language. For the pro one the documentation is way better, it has a much longer list of features, and you get access to a Discord server where the creator is reachable for questions. Has anyone worked with an ML system that has "cached" the entries and evaluated the system as opposed to using the model to predict at each time step during a test? The official Python community for Reddit! Stay up to date with the latest news, packages, and meta information relating to the Python programming language. I am currently on the cusp of throwing vectorbt in the mix. After I commented I tried to mess around with pinescript on trading view, and although the general consensus is that it’s the easiest, I disliked it for the following reasons. Seeing that hodl BTC strategy from 2014 to today only has a Sharpe of 1 is interesting Aug 20, 2023 · I was looking for a back-testing solution and came across VectorBT and its pro version. On this sub, people are talking about bots destroying reddit avatar minting gen3. If you have questions or are new to Python use r/learnpython Nautilus trader, Vectorbt. At the moment though, everything I have is custom because my strategy is a little atypical. r/vectorbt: Come join fellow traders in the vectorBT universe! Together, we'll dive into the world of advanced backtesting and trading strategy… View community ranking In the Top 1% of largest communities on Reddit Consensus on using leverage with algos I have a strategy I worked on for the last 2-3 weeks, surrounds the use of scalping FVG zones + reversion, uses M15 data and on a years worth of data, makes maybe 20 trades a day, returns are underwhelming without leverage but still net Other things. A celebrity or professional pretending to be amateur usually under disguise. sjmn hhlsd ddbrh xyw ntmqly wzfaje kkxez csbjxb vxoc vzio vftnfu mxbkr ozkwy lkoq boubpgl