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inAuquan/Tutorials (press backspace or delete to remove)Hi there,
I have a question about the pairs trading backtester: how would you calculate the ROI of the algorithm?
jacoporepossi
- Opened on Dec 6, 2022
- #48
ds = YahooStockDataSource(cachedFolderName=cachedFolderName, dataSetId=dataSetId, instrumentIds=instrumentIds,
startDateStr=startDateStr, endDateStr=endDateStr, event= history )
This line gives following ...
shrjawa
- 3
- Opened on Oct 6, 2021
- #47
Hello, I am new to the toolbox. I have the following questions:
1) When I try to modify the strategy, I add some features like ma_50, ma_200, the current ma value minus the previous
one etc., and ...
Erica-Ko
- Opened on Jan 24, 2021
- #46
Stock Price and Future Price should be the average of bid and ask; parentheses are needed.
jhurley13
- 2
- Opened on Jun 6, 2020
- #43
Very interesting code to ML for Trading. Having tried tensorboard --logdir=tb_logs/ for several times, still couldn t
view the live plots because of Tensorboard timeout issue. Is there anyway to solve ...
Pinkmei
- 1
- Opened on May 31, 2020
- #42
Hello guys, i m trying to run the code. Can you help with this issue?!
Thanks
DataFrame object has no attribute set_value
rdpreg
- 3
- Opened on Mar 29, 2020
- #40
your PnL calculation for the exit scenario is wrong
elif abs(zscore[i]) 0.5:
money += countS1*S1[i] - S2[i] * countS2
count = 0
not sure what you are resetting count ...
PercyARS
- 1
- Opened on Jan 19, 2020
- #29
In cell 124 can you make the print statement python 3 compatible (the rest of the print statements are)? Also, in
cell 122 Adj Close should be adjClose .
yankovai-google
- Opened on Nov 4, 2019
- #25
On the notebook Integration, Cointegration... The chart just above the title Testing for cointegration is wrong on the
github preview. I think it just needs reuploading.
This is mine: image
worthy7
- 1
- Opened on Aug 26, 2019
- #24
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