backtesting

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

Currently our strategies can be found here

A good first contribution for beginners in algo trading would be to create your own strategies. A good example would be the MA Crossover strategy, so be sure to checkout how

When there is a Renko transition, the brick is one brick size off in vertical position.

From @shinel70:
here is a picture i try to explain my problem

`
using Binance.Net.Clients;
using Skender.Stock.Indicators;
BinanceClient bc = new();
var data = await bc.UsdFuturesApi.Co

Hello, I normally don't do this kind of thing, but you seem like a nice dev and your project is very cool.

I was wondering if you, or someone else, could make some sort of documentation.

I have never used any kind of javascript so I admit that I am part of the problem, but I can't even get to run one of the 'examples' scripts.

To my understanding I have to put some sort of private-key tha

There is this error when I use backtest :