Backtesting Rayner Teos 1689% Bollinger Bands Trading Strategy in Python using BACKTRADER

[@rajeevmenon1975]

I am a fan and always a fan. Effortless, efficient coding, explanation brief and understandable. Engrossing video. You are TOO TOO TOO GOOD. Namaste & love from India.

[@Algovibes]

Thank you my friend!

[@kosaferi]

Really informative videos, just keep on going! Respect your work!

[@Algovibes]

Thanks a lot for leaving such a nice comment. Appreciate you!

[@kanaya1991]

hi algovibes! are you hear about BBMA strategy? i love that config but it is a multitimeframe strategy so im lost! hehe

[@Algovibes]

Hi Brian, sorry for my late reply. Do you have a reference? Thanks a lot!

[@dfcastro]

One doubt. When it says 3% on close I understood as 3% of your actual balance as a lot size but what happened was 97% of the last close price. Unsure about what is the correct approach.

[@Algovibes]

The correct way is to take 97% of the current close as shown in the video.

[@aoronbarlow6524]

@AlgoVibes Still look forward to your video about "For given stock decide which days are the best to buy it by doing backtesting? I just want to average down every month but just can't figure out which days might be the best for that. I want to put an order around those dates whatever the price is and sleep on it:))"

[@Algovibes]

Got this on my list. Not quite sure when I will publish it. Thanks for the suggestion and heads up tho!

[@itayhilel2168]

Great video 👍

[@Algovibes]

Thanks my man! :-)

[@anshmiester78900]

Thank you for such a good video.

[@Algovibes]

Thanks for watching mate

[@alejandropinainversionesym6986]

Is the a way to get data for options back testing? Like how to get options prices and also delta volatility etc?

[@Algovibes]

Good question. Option data is with very rare exceptions usually behind a paywall. That's my experience!

[@davidh4632]

Even as someone who has access to data thanks to my job, the investment banks keep historical option pricing data for themselves, BNP had some I used but only goes back about 5 years which is useless as it barely covers one economic cycle.

[@caseyesparza1]

where should i start if i am a beginner to algo trading

[@Algovibes]

made a video on this here: kzbin.info/www/bejne/jZbQaIN_nblsa7c Hope that helps!

[@bryan-9742]

algovibes! lets turn it up a notch. Can we do a similar video, almost exactly the same BUT NO TECHNICALS. can we test a signal with a parameter coefficient from OLS, RF, Elasticnet ect. I think it would be great to see you use, in some way, a backtestor that leverages information found in matrix X that maps to Y target prices and test the signal found in the coefficient.

[@Algovibes]

Sounds interesting but I would need some more elaboration. Where would the coefficient be extracted from? (technique is clear (LR) but which data). Thanks a lot!

[@bryan-9742]

@@Algovibes The technique is the value add. Whichever data set you deem fit. For example lets assume there is some linear relationship between the price change of BNB that moves before BTC price (fun fact there appears to be something there). Lets assume it's significant, (the coefficient) and that the regrerssion beta is not simple noise. how then would one then put that information from the coefficient into the strategy? Does that make sense? I'm happy to be clearer.

[@barneyharper8749]

Sehr gut

[@Algovibes]

Danke :-)

[@aarondelarosa3146]

Can you share the code?

[@Algovibes]

Even better! You can become a member, support the channel and get code access. Check the video description for a link 😊

[@MsBowner]

Next video pyfolio+backtrading please

[@Algovibes]

Already did some stuff on that. Be kindly invited to explore the Python for Finance playlist. Thanks for the suggestion tho!

[@MsBowner]

@@Algovibes ok i'll check that.

[@refaamoe]

What pple are fast now a days etta :)

[@Algovibes]

sorry, what do you mean?

[@refaamoe]

@@Algovibes I saw the video pop up on my phone I went Direkt to watch I saw some one already first I was like how can people be this fast lol :) great vid as usual ❤️🇸🇪

[@aarondelarosa3146]

I can´ t get the plot. Plot can't be executed. Something is wrong.

[@arunmohan36]

thank you

[@Algovibes]

Thanks a lot for watching man!

[@upmdosadno]

Can you check out vectorbt package seems like better version of backtrader

[@Algovibes]

on my list! Thanks for the suggestion :-)

[@alfonsoarguello7290]

Check your email pls, great video!! I just subscribed to tier2

[@Algovibes]

✅

[@waikicheung3509]

Check your email pls, great video!! I just subscribed to tier2