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New posts in back-testing

Pine Script V5 how to consider the spread and commission in backtesting?

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Vectorising a for loop where logic spans rows

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F# data feed abstraction

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Trading fractional shares with Backtesting.py

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How can I obtain only the "equity" part from the graph I plotted for the backtest result? I want to plot this part separately as its own graph

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Why are simulated stock returns re-scaled and re-centered in the “pbo” vignette in the pbo (probability of backtest overfitting) package in R?

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bt - Flexible Backtesting for Python - how to get total portfolio value/result for each given date?

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Event Driven Backtesting Engine Speed

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TypeError: Can't instantiate abstract class with abstract methods

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How to manually provide a benchmark in zipline

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Trailing Stop Loss on Pandas dataframe

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How do I feed in my own data into PyAlgoTrade?

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How to optimise parameters in a TradingView Pine script?

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