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Python Algorithmic Trading Cookbook

You're reading from  Python Algorithmic Trading Cookbook

Product type Book
Published in Aug 2020
Publisher Packt
ISBN-13 9781838989354
Pages 542 pages
Edition 1st Edition
Languages
Author (1):
Pushpak Dagade Pushpak Dagade
Profile icon Pushpak Dagade

Table of Contents (16) Chapters

Preface 1. Handling and Manipulating Date, Time, and Time Series Data 2. Stock Markets - Primer on Trading 3. Fetching Financial Data 4. Computing Candlesticks and Historical Data 5. Computing and Plotting Technical Indicators 6. Placing Regular Orders on the Exchange 7. Placing Bracket and Cover Orders on the Exchange 8. Algorithmic Trading Strategies - Coding Step by Step 9. Algorithmic Trading - Backtesting 10. Algorithmic Trading - Paper Trading 11. Algorithmic Trading - Real Trading 12. Other Books You May Enjoy Appendix I
1. Appendix II
2. Appendix III

MACD-Bracket-Order strategy – backtesting the strategy

In this recipe, you will perform backtesting on the MACD-Bracket-Order strategy. You must have fetched this strategy from your account on the AlgoBulls platform in the previous recipe of this chapter. You will leverage the backtesting functionality facilitated by pyalgotrading for this recipe, which, in turn, submits a backtesting job on the AlgoBulls platform.

Once submitted, backtesting will be run by the AlgoBulls backtesting engine. You can query the status at any time to find out the state of the backtesting job. The job goes through the following states, in the given order:

  • STARTING (Intermediate state)
  • STARTED (Stable state)
  • STOPPING (Intermediate state)
  • STOPPED (Stable state)

On submitting a job, it starts with an intermediate state, 'STARTING'. In this state, the AlgoBulls backtesting engine fetches the strategy and get the execution environment ready, which may take a couple of minutes. Once done,...

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