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Hi everyone,
I am new to this, I have done some basic codes and I am not sure why I do not get sensible win/loss ratios. I get 0 on both long and short. Anyone that can help me, please?
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Hi Matteo,
The algorithm posted only buys shares, but never sells them, so therefore no round trip trade actually happens. This is because self.Time.hour should be compared to 15 instead of 3 (3 indicates 3 am, when markets are closed, so the 3:45 am trade never occurs) because we use military time format. Furthermore, because the position size is so small, we have to increase the number of shares being bought and sold so that our numbers, like average win, don’t round to 0.00. Please see the altered code in the attached back test for reference.
Also, consider using Scheduled Events, it is a great way for users to choose specific times to trade at.
Best,
Shile Wen
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Matteo Orzes
Sorry the backtest is the one below. I have tried to edit the post but I failed.
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