Creating a trading system from scratch

[UberMachine]

i have also been using pivot point strategy for past year it works really well in intraday....hope @UberMachine will find a way to implement it in present system...!!!

You can try it out by adding the formulas using the datasource class.
So, first you need to the add the necessary columns and then you can run the backtest

 

[vinit_7801]

Is this cleared?
If not, could you post the latest error after trying the enclosed file?

Is this working now?
Did you do any update to conda?

a solved i changed to base env and did conda install
About pivot points i still dont the formula for pivot points and my talib module is not getting installed
And can you please put sector file in backtest file as well...because it is giving slighty different stocks..!!!

 

[VJAY]

Is this cleared?
If not, could you post the latest error after trying the enclosed file?

Is this working now?
Did you do any update to conda?

Thanks UB ...error still there

need any change here ?

 

[UberMachine]

a solved i changed to base env and did conda install
About pivot points i still dont the formula for pivot points and my talib module is not getting installed
And can you please put sector file in backtest file as well...because it is giving slighty different stocks..!!!

Attached is the sectors file. Put them in the required folder

 

[UberMachine]

Thanks UB ...error still there

View attachment 30822
need any change here ?

View attachment 30823

Try the reverse slash. And also check whether the file is in the data directory and a timestamp column is present in the file

df = pd.read_csv('data/data.csv', parse_dates=['timestamp'])

 

[vinit_7801]

Attached is the sectors file. Put them in the required folder

no i m talking in terms of changing code in backtest.ipynb file
so that sector diversion which happens in SystemNew also happens backtest as well

 

[prabhsingh]

i have also been using pivot point strategy for past year it works really well in intraday....hope @UberMachine will find a way to implement it in present system...!!!

Yes. But I prefer pip install fastbt since the fastbt source is inside a src directory

Actually i am a Java programmer and very much familiar with Eclipse IDE and making use of PyDev plugin with Eclipse for reading/writing Python code.
So if i want to explore source code,kindly can you tell me which are main files that needs to be explored under SRC folder and which is the main PY which runs for Algo trading.

 

[VJAY]

Try the reverse slash. And also check whether the file is in the data directory and a timestamp column is present in the file

df = pd.read_csv('data/data.csv', parse_dates=['timestamp'])

Now I getting this error....

 

[UberMachine]

Now I getting this error....

View attachment 30829

print(metrics(result, capital=100000))

I missed out the capital part in the notebook

 

[UberMachine]

Actually i am a Java programmer and very much familiar with Eclipse IDE and making use of PyDev plugin with Eclipse for reading/writing Python code.
So if i want to explore source code,kindly can you tell me which are main files that needs to be explored under SRC folder and which is the main PY which runs for Algo trading.

Its in the SRC folder and the backtest is run from rapid.py file.
datasource.py and rapid.py are the main files
Its just a thin wrapper around pandas with extra utilities.