Portfolio optimization is a method for allocating assets in a portfolio in order to meet specific objectives. For example, it can be used…
Adds the following built-in indicators: ADX Aroon Diff Aroon Down Aroon Up Close Minus Moving Average Cubic Deviation Cubic Trend Delta On-Balance Volume Detrended RSI Intraday Intensity Laguerre ...
Adds YQuery data source for fetching data from Yahoo Finance using the Yahooquery library. Sorts execution symbols before backtest to make results deterministic for easier debugging. It is still re...
Adds maximum adverse excursion (MAE) and maximum favorable excursion (MFE) metrics to trades.
Updates to Pandas 2.0. Adds subtract_fees config option for subtracting fees from the cash balance after an order is filled.
Adds return_signals config option. When set to true, return bar data, indicator data, and model predictions per symbol as part of backtest results. Adds support for custom fee calculation. Add opti...
Algorithmic Trading in Python with Machine Learning - edtechre/pybroker
Adds exit_price option for stops. When set, stops are checked against the exit price and exit at the exit price when triggered. Adds the following fields to ExecContext: stop_loss_exit_price st...
Adds support for slippage models. Adds a RandomSlippageModel implementation. Custom slippage models can extend the SlippageModel base class.
Rotational trading is a strategy used by investors that involves purchasing top-performing assets and simultaneously selling the…
Adds support for returning the names of input columns from a training function. The columns specify the input data to be used for the trained model when making predictions.