Creating a trading system from scratch

[UberMachine]

btw @UberMachine what should be the capital one should risk per day???
zerodha varisty says 10% per day is fine so based on that
i put 10% cap for a day..out of capital of 2500!!!

10% is Ok as long as you have a profitable strategy.
The main thing is the drawdown.
To quick get your drawdown, you could use the cumsum function.

 

[vinit_7801]

1. Open a terminal and type python
2. Type from fastbt.rapid import *
3. This should confirm that fastbt is properly installed if it returns no errors

it is already install in python i guess
it just doesnt get recognize in jupyter i guess

 

[Shivam_]

master pivot point and associated support and resistance levels are calculated by using the last trading session’s open, high, low, and close. so we have this data already available,example is not that good
,15 min TF we want price to close above vwap some buying strength,color used to highlight area of interest is black circle,looking for rsi below 30 we become active when it crosses 30 from below,sl is just low of first green candle target is some points below r1 and profit is trailed at pivot p,and viceversa at rsi 70,what is important is price respecting pivots rest is for fun

 

[UberMachine]

master pivot point and associated support and resistance levels are calculated by using the last trading session’s open, high, low, and close. so we have this data already available,example is not that good
,15 min TF we want price to close above vwap some buying strength,color used to highlight area of interest is black circle,looking for rsi below 30 we become active when it crosses 30 from below,sl is just low of first green candle target is some points below r1 and profit is trailed at pivot p

View attachment 30681

Think this could already be simulated with fasbt. One drawback is that you close by the end of the day. But if you turn positive for the strategy, you are going to fare better.

 

[UberMachine]

it is already install in python i guess
it just doesnt get recognize in jupyter i guess

Try new conda environment

 

[vinit_7801]

Just final small request....how to add total in the end

 

[UberMachine]

Just final small request....how to add total in the end

orders.groupby('timestamp')[cols].sum().tail(n).sum(axis=1)

Try axis=0 for columnwise totals.
Else, you could use a formula also

 

[VJAY]

Runpython trading_system.py

 

[VJAY]

10% is Ok as long as you have a profitable strategy.
The main thing is the drawdown.
To quick get your drawdown, you could use the cumsum function.

Can you pls give this function ot its eralier shared?

 

[UberMachine]

Can you pls give this function ot its eralier shared?

Pyfolio is preferred
but to do a quick check

cumulative = orders.groupby('timestamp').net_profit.cumsum()

drawdown = cumulative.max() - cumulative.min()

Divide by capital to the get the drawdown. This formula is not exact but is more safe since I reduce the maximum from minimum for the whole time period