VectorBT: Hyperfast Quantitative Analysis vs. Backtrader

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In this video, we begin exploring vectorbt -- yet another Python backtesting library. We start by comparing it to backtrader, a library we have used in previous tutorials.

[@parttimelarry]

If you like this video and want to support the channel: Buy Me a Drink: www.buymeacoffee.com/parttimelarry Also, I will be starting a spinoff channel on AI in music, art, and gaming in 2023. Subscribe at: youtube.com/@parttimeai

[@hnthanh2783]

hello Lary, I want to donate via crypto because it is hard to sign up Paypal since I'm not a America and my country is not popular much, please if it possible for you please public your binance address USDT or BUSD (thank you a lot)

[@jessicashu4697]

Hey Larry, I also got stuck by paypal. any other way to buy you a nice cool whiskey? For the next strategy, would love to see: 1. a high frequency grid strategy. 2. How to place multiple limit price order at a price range so we don't miss out the signal while incurr less commissions. 3. for certain strategy, how to use Vectorbt findout the best parameters.

[@taz3592]

Really love your videos, Larry. Thank you for making them. LOL @ the Costanza Strategy at the end!

[@seekingtruth9417]

Larry your videos are better than watching Netflix. Gives more dopamine than anything. Your channel is underrated. You should be at the helm of algotrading development. With regards to strategy, please use a multi-timeframe strategy that involves the type of candle formation and with respect to support or resistance rejection to identify reversal or continuation in intraday trend. It will be of great help to day traders.

[@p.r.385]

Yes! You got me into Python, spending hundreds of hours into coding my own pybot from scratch (without any prior coding experience). Really appreciate your great education and absolutely agree with Seeking Truth - most underrated youtube channel! If you were a stock, I‘d be all in! Greetings from Germany

[@kolasanichandrakanth9943]

true

[@romulotd]

Nice video. Thanks. It would be great to see the next on vectorbt

[@brambeer5591]

Great video, as always. I was getting used to Backtrader, however you showing me the Vectorbt library convinced me to look into it too. Keep it up, full time legend.

[@sChaikovsky]

Thank you for this great content as always. VectorBT looks really great. I will hands on it today.

[@shreymudgal1]

This channel is a blessing 🤩

[@xiandongqi7997]

lets continue this series, and go deep for this awesome lib!

[@randomdude79404]

still no videos on this topic and the documentation on vectorbt is quite unclear

[@wickedgummybear3104]

Thanks for this video.. very interested in the next videos!

[@paulspark4763]

Great video! looking forward to the followup vids!

[@vinibp]

Very nice! Keep it going. Please do others tutorials on vectorbt

[@typeer]

love it Larry thanks v much

[@tokusukeutsugi4239]

Larry, thx a lot for introducing such a great liblary!

[@eunick12]

This is gold. Thanks Larry!

[@bishalsantra]

This is the most amazing and fun programming tutorial channel on KZbin. I have been literally binge-watching this channel. :P

[@bartholomews9470]

Looking forward to the next video!

[@sunnyhill3000]

Thanks Larry for the sharing

[@FRANKWHITE1996]

Thanks for sharing! 👍

[@neelpatel3844]

Great video, thanks.

[@rogeriocrispim]

Awesome content!

[@jboon4175]

Safe to say I'm on the edge of my seat waiting for the next VectorBT video! REQUEST: Order Stacking/Position Building based on Mean Regression! Pretty please? With a Tesla on top? :)

[@svh02]

Hey Larry!! It would be awesome if you comolete this series by connecting the strategy with interactive brokers and do some paper trade with it and compare with the backtest Awesome channel btw

[@jameswhite2133]

Great review!

[@daymaker_trading]

Thank you so much!

[@danielemauri5577]

Excellent video, one strategy that I would like to see would be taking three (or more) stocks that are highly correlated, and then buying or selling based on when one of them start diverging from the mean of the other two

[@taiwo_the_illusive]

Loving your videos! Could you do one where you code support and resistance lines and include them in a strategy. Thanks, keep up the good work!

[@investvest4571]

Thank you Larry for another amazing video. Please include the basic EMA cross strategy.

[@michaelstreck0925]

I'm Lovin' It!

[@xkwantified]

Excellent stuff! Never heard of VectorBT before, but sounds very promising - looking forward to the followup vids! Would be interesting whether VectorBT allows true portfolio backtesting. Example: Initial capital 100,000 $, basket to chose from are all S&P500 stocks; to select stocks you use a rotational strategy, eg you buy 5 stocks with the highest score (based for example on the relative strength), position size for each stock 100,000 $ / 5 = 20,000 $; you exit a position when its score is no longer within the top 10, instead you buy the stock with the highest score not already in your portfolio.

[@michaelc730]

Thanks Larry, a great video as always. How about a video on multi instruments with the same entry or exits, but apply some sort of cross-sectional signal comparison for the weightings of each instrument? A little more complicated than usual, but could be fun, and will definitely be educational.

[@TateLinzel]

I second this, would be great to see portfolio trading with a strategy applied to numerous stocks along with managing the entries and position sizing.

[@megamorz1]

awesome library. great video! please show some more options.

[@franky12]

Hi @Part Time Larry - great content on your channel! I also tried *vectorbt* and it seems to be a very powerful library. I would like to see more videos about vectorbt. Might be a better successor to backtrader, which has pretty much fallen asleep.

[@rverm1000]

That is so cool the opposite rsi worked so well

[@sunnyz7389]

great👍

[@thetagang6854]

Larry back with another banger

[@flydr2]

I'm an addict to your videos.... I've successfully coded a "Hot tickers" bot to filter out ones that are not in uptrend and more. All based on your video's. YOU SHOULD make a video for one... My code is ugly (I'm just learning)

[@niesz]

Love this video. Can you go do a video on hyperparameters?

[@mdaplaton]

Ty again for the content, Maybe a full integration with a broker to execute a given strategy that sends the signal, all of it working in a linode server would be awesome.

[@racsodiragasa1099]

Thank you Larry for this incredible information, but I have a question How I can see this result in a graphic like your? Thank you again 👍

[@shahwotsisname7311]

sometimes i dont get time to go over his videos. so i quickly give it a LIKE. why? the stuff I learned from his channel is GOLD. whatever I can do to get the youtube algorithm favor his channel. Larry, keep it up! Do you have any videos that show how to make a crypto trading app? would love to see it.

[@TheDjarEl]

Hey Larry. Can you implement a bullish/bearish divergence strategy along the trend (trend from beging above/below a given EMA) ? I know this is not that easy ;) Thanks for the video ! very interesting !

[@grizthegriffdog9939]

@PartTimeLarry can you do an example where you input your own custom df similar to your video on supertrend bot ?? That would be amazing and helpful !! Cheers

[@Amir-vn2wx]

Thanks Larry for the amazing videos. What strategy do you use in a bull run? I wanted to use RSI, but you saved me haha

[@avinasbr]

Hey Larry, Thanks for the video. In next video can you include stoploss and take profit for both long and short conditions. Like a supertrend.

[@seekingtruth9417]

Hi Larry. Hope you are doing good. It's been a while since the last video. Just checking in. Please update us through the community tab as whenever you go silent for more than 2 weeks, it worries us. Thanks for everything you are doing for the trader/ coder community. In the meanwhile, I am binging on your old crypto videos to set up a trading system with binance.

[@4mb127]

Backtesting in Python is definitely something I would like to see more about.

[@blakejohnson4004]

It is a good place to start, and definitely a good place to possibly manage old data, but if you want to be competitive in small time increments, you have to go to a language that is closer to machine code. C++ is used a lot in quantitative analyst positions.

[@jessicashu4697]

@@blakejohnson4004 any good resource recommend for newbie to learn?

[@blakejohnson4004]

@@jessicashu4697 to learn what exactly? Python? CS? Quant finance?

[@randomdude79404]

@@blakejohnson4004 Im assuming C++ , plenty of youtube video online courses etc...

[@alisahlolbei5050]

Hello, Thank you for this channel, It would be great if try to use talib and make custom functions in vectorbt.

[@AP-rc4dg]

as a little side-note: contrary to what many people see at first when talking about "overbought" or "oversold" conditions, the RSI actually can work quite nicely as a trend indicator, in particular on longer time frames. And since Bitcoin is quite heavily trending when it gets going, it works not too badly here. So I think you might want to replace "overbought" and "oversold" with "in a strong uptrend" or "in a strong downtrend". When you use the RSI to indicate overbought and oversold conditions you tacitly assume that the asset is mean-reverting, not strongly trending.

[@taiwo_the_illusive]

Does anyone know what extension Larry uses to check the source code at 18.29?

[@_snor_]

I've been trying to wrap my head around the hyperparameter testing. I was just trying something very basic. Based on basic RSI strategy, I wanted to check what the best value for a lower RSI signal and upper RSI signal would be and then display profitability in a heatmap, but can't seem to get it to work. So perhaps that's an idea for a video!

[@user-lk1vm4ui7w]

Thanks for your work, it is really helpful. Is there any way to integrate VectorBT with crypto exchange API? (Binance, for example). I mean it is double work to make lot management, Take Profits, Stop Loss management, etc., which VectorBT can do. Also, I have some logic so integrated with VectorBT, so it must be rewrite if we will use pure binance API, without any connector/bridge/integration between VectorBT and Binance.

[@cardosofede]

New RSI Strategy from Part Time Larry! haha. Do you know if any platform lets you do some cool things with the orderbook?

[@hasantao]

It would be nice to make a video showing how to build a portfolio tracker. All of the portfolio trackers I am using are not good enough. Thinking to write my own code to do a PNL analysis.

[@slawomirgontarek4213]

Hello, Thanks for very good video. Have you considered, for example, such an idea to use vectorBT to e.g. download data from 5 cryptocurrency exchanges and compare these stock prices in order to detect their differences as soon as possible in the range e.g. 0.4% to 2% to perform arbitrage trading in conjunction with stock accounts, wallets and possible flash loans within one trading block.

[@frederickkiaie8527]

Hi Larry. How do I tell CCXT to use a specific exchange when using vbt commands? CCXTData keeps defaulting to Binance. Thanks for your help.

[@chinmaybharti4085]

21:10 This strategy predicted the crash.

[@shahjamalbiswas8127]

Hi Larry.. love from India Could u please make a video of stock scanner on NSE ( NATIONAL STOCK EXCHAGE) on python libraries like PYNSE, NSETOOL etc

[@maximorenatonia8724]

hey !! what it is the python extension that you use to access what you got when you click on RSI for instance ? many thanks !

[@mysanatanbharat]

Can you try liquid or anything connecting the library with a GUI? Flow can be an option of the same.

[@_D3adB0y_]

How would I take the signals generated from your supertrend video and plug them into vectorbt? I cant seem to figure it out :/

[@letsgobrandon2044]

Could you please show us how to code a traders dynamic index trading strategy?? I have literally searched everywhere and cannot find much information at all on coding in Python.

[@thomas2004ch]

can one use the vbt to do the parameter optimazation as with Backtrader?

[@gfx7894]

hey man, do you know how to make a code for a trading bot if it will buy or sell it automatically uses post only option on the exchange?

[@marianosin93]

Larry! I lo e yogur videos! Would you maje one in fibonacci? I have been trying find some library that helps me use this indicator but no success till now … 😞

[@niesz]

I am trying to compare yesterdays RSI value with today's RSI value in pandas. Example if RSI was lower than today Buy, or higher sell. But having trouble doing the less than or greater than compare in panda. Can you point me to where I can learn this?

[@jameswhite2133]

Would be keen to know if you’ve continued using this framework and what you think of it now?

[@p.r.385]

do ichimoku cloud :-) also interested, what the performance would be for generating live webhook alerts

[@tudatostrader]

Hey Larry! What do you think about Freqtrade?

[@denizhan1010]

larry can you show how to creat strategy with vbt I want to combo with all indicators on all time frames. But IM newby

[@philst.1009]

The series of videos you have made , in real time ,are they portable from one computer to another ,example ,Stock Trading App.

[@krissn8111]

Any plan to release a vectorbt video with features such as SL, trail SL, delayed buy like few candle after crossover, BB, custom indicator,

[@jessojohn9226]

Do a video on how to do walk forward analysis with backtrader

[@TheDjarEl]

I am not an expert in Vector BT but it seems actually not great in terms of performance. I tried to do the heat map for two ema cross-over (values 2 to 200) for BTC 1 hour data over 4 years. It took a huge amount of RAM (>10 GB, thankfully I have enough) and more than 10 min. If I do the same calculation with C code (in a simple for loop with calculation of profits and max drawdowm, including fees) it takes few seconds and very little RAM (few tens of MB)...

[@vladk9152]

Shouldn't you be buying at the Open price? I think vbt shifts the values so you'd be buying at the open on the candle after you calculated the indicator. Does this make sense?

[@TheInvestmentThesis]

It'd be nice if you could cover making a custom strategy, like simple price level breakout, instead of just using basic indicators. I find that lacking in the docs of vectorbt.

[@mkaberli]

anyone have any success installing vectorBT on Spyder using conda?

[@stewarteaton6288]

What python extension are you using to view source code of function?

[@parttimelarry]

Microsoft's Python Extension for VS Code

[@krzysztofjakubowski1835]

At 22:44 I get an error "'crossover' is an invalid keyword to ufunc 'less'". Please help guys!

[@maximorenatonia8724]

hey ! got the same issue, did you manage to fix it ?

[@grishasidorov]

Me too :( Have you fixed it?

[@chronicsnail6675]

can you use backtrade live , so stream data into a backtrader class and use it as a bot?

[@parttimelarry]

I have made a video on this topic - Backtrader Live Trading with InteractiveBrokers

[@miguelangeldiazoviedo9523]

I cant install vectorbt on windows, ni ta-lib library how to do?

[@abubakar-px4kz]

Same problem I am facing. I hope someone could come up with help

[@carlosdesantiago1356]

This outfit destroyed me lmfaooo

[@samirissa00]

How to combine SMA and RSI in same Strategy ?

[@ihebbibani7122]

it's simple. You have to create your RSI et SMA features with talib (more simple) Than you create a function of your strategy where your going to put your conditions: pseudo-code : if RSI>70 and sma(20) SELL elif RSIsma(10) =BUY else : print('do nothing') ps : it is best to create a "Strategy" class and work in an IDE instead of Jupyter.

[@jma5474]

Hey PT Larry, can you help me code an Opposite Bot?

[@rantg]

Ark invest shirt ?? :) what is that ??

[@javierortiz3677]

I am watching this video 1 year after it was made ... and I wish I had sold my bitcoin at that price XD

[@dbseraph]

21:11 still don't think that indicator is good? Selling at 62k seems pretty nice right now.

[@parttimelarry]

it does sound pretty good! :)

[@jambal-5530]

freqtrade plisss

[@UnknownUserx-xe1tm]

Let's try the opposite ... Me --> 😂...Funny After the experiment... also Me --> 🤯...what the hell ?

[@mattm9246]

Oh the irony :) @ 21 minutes BTC at 61k ;)

[@RobbiLian]

Hi Larry, really thanks for your video. I got a question when I run the same data with vbt.RSI.run & talib.RSI(df.Close, timeperiod=14) & ta.momentum.RSIIndicator(df.Close, window=14). For the last 2 I got the same RSI but different from vbt's RSI. Is there something wrong with my code?

[@danielemauri5577]

Excellent video, one strategy that I would like to see would be taking three (or more) stocks that are highly correlated, and then buying or selling based on when one of them start diverging from the mean of the other two