These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website
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Updated
Jun 27, 2022 - HTML
These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website
This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive Brokers. For learning step by step procedure to recreate this is also included. OHLC data for backtesting and performing live trading on interactive brokers.
Trading Strategy Development
Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.
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