Search for “backtest”
Guidelines and important metrics for portfolio backtesting
• June 6, 2022
Congrats! You just ran your first backtest and made a bajillion dollars for your (simulated) portfolio! Should you go trade it? Try again for a bajillion-and-one? How do you know you have a good...
Get your trading algo up and running in just a few minutes!
• June 21, 2022
Would-be trend followers are frequently stopped by the inability to backtest strategies. Yes, you can use Excel (sort of) but it's exceedingly slow, cumbersome, and will likely require some ...
Learn to trade multiple algorithmic divergence strategies with easy-to-follow code examples
• July 26, 2021
Divergences occur when price and your indicator move in opposite directions. For example, you’re trading with the RSI and it last had a peak at 80, now it peaks at 70. The underlying security you...
With complete backtests and code in Python
• June 24, 2021
The Relative Strength Index (RSI) has long been one of the most popular indicators due to its versatility. It is most commonly used as an oscillator to find reversals in prices, but can also ...
How much time does a backtest need to be statistically significant?
• Sept. 7, 2021
How many years does it take before you can be confident in a trading strategy? Does one great year mean you have a tremendous strategy? Does one bad year mean you should pack it up and try somet...
All backtests are not created equally
• March 17, 2021
Running a quick, vectorized backtest is a great way to get your head around a trading strategy or test a new idea. But you should never trade off of such a model if you want to make money. Inst...
Learn to trade this indicator with backtests in Python
• July 21, 2021
Bollinger Bands have been a popular indicator by traders since they were invented in the early 1980’s. They’re calculated in four, easy steps and are intended to provide traders an idea of the ...
• Aug. 18, 2021
Trade like a Turtle In 1982, a group of inexperienced traders were recruited to be a part of an experiment that would make many of them multi-millionaires. Richard Dennis bet his partner Will...
• June 28, 2021
The beautiful thing about markets is they always move. They may not show strong momentum or trends at any given time, but that doesn’t mean you can’t make money off of a strategy. You can ride ...
Learn an algorithmic momentum trading strategy
• June 28, 2021
Have you ever noticed the tendency for stocks that have risen to continue rising in the future? Likewise, a few down days seem to beget more losses. This is known as momentum and strategies tha...