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forex

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Lean
backtesting.py
zillionare
zillionare commented Apr 30, 2021

this is how Buy & Hold Return is calculated:

        c = data.Close.values
        s.loc['Buy & Hold Return [%]'] = (c[-1] - c[0]) / c[0] * 100  # long-only return

so it's calced use day one and the day last.

Expected Behavior

Buy & Hold Return is used for compare with strategy gain. Therefore, I guess they should started at same time, since the strategy get enough data to w

bug good first issue Hacktoberfest
Stock.Indicators

Stock Indicators for .NET is a C# library package that produces financial market technical indicators. Send in historical price quotes and get back desired indicators such as moving averages, Relative Strength Index, Stochastic Oscillator, Parabolic SAR, etc. Nothing more. It can be used in any market analysis software using standard OHLCV price quotes for equities, commodities, forex, cryptocurrencies, and others. We had private trading algorithms, machine learning, and charting systems in mind when originally creating this community library.

  • Updated Apr 8, 2022
  • C#

A multi-asset, multi-strategy, event-driven trade execution and management platform for running many algorithms/bots at many venues simultaneously with unified risk management and reporting. Uses MongoDB for storage and Telegram for user notifications/trade consent.

  • Updated Mar 9, 2021
  • Python
PyTrader-python-mt4-mt5-trading-api-connector-drag-n-drop

Open Source Trading Strategies & End-to-End solution connecting Metatrader4 & Metatrader5 💹 with Python with a simple drag and drop EA. Fully tested bug free & efficient solution for live & paper trading Full Documentation ready. Lightweight, efficient and stable implementation 🔥

  • Updated Jan 24, 2022
  • Python

Expert Advisors, Browser-based EA, Free Crypto / Forex Historical DATA API plugins, EA Codes Generator, Market Maker Bot, Crypto Options Plugin, DEX / Payment Gateway Plugins, Binance API, FIX API related. Fintechee means Fintech ee.

  • Updated Apr 5, 2022
  • JavaScript

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