Chapter 6: Using Python to Backtest Your Algorithm

This chapter provides an overview of why Python is a popular programming language, how it is used, and how it compares to Visual Basic for Applications (VBA) and AmiBroker. It explains how to backtest your trading algorithm using the Python programming language—an interpreted language—and the Python...

Full description

Saved in:
Bibliographic Details
Published inThe Ultimate Algorithmic Trading System Toolbox + Website pp. 167 - 202
Format Book Chapter
LanguageEnglish
Published Hoboken, NJ, USA John Wiley & Sons, Inc 23.05.2016
Subjects
algorithm
backtest
interactive command line
interpreted language
programming language
Python
trading
Online AccessGet full text
ISBN9781119096573
111909657X
DOI10.1002/9781119262992.ch6

Cover

More Information
Summary:This chapter provides an overview of why Python is a popular programming language, how it is used, and how it compares to Visual Basic for Applications (VBA) and AmiBroker. It explains how to backtest your trading algorithm using the Python programming language—an interpreted language—and the Python system backtester (PSB). It walks you through the steps, from installation to exploring the interactive shell, then onto the structure of the PSB and how it works, using a Bollinger Band algorithm as an example. Prior to actually programming your algorithm, it is important to know how your algorithm enters trades: on a stop, market or on a limit.
ISBN:9781119096573
111909657X
DOI:10.1002/9781119262992.ch6