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Yes, that can be really sophisticated even using such nice tools as pandas. But the basic idea is to find position enters & exits to derive cashflow. Here is my code to derive all that stuff from generated signals (in my backtester signals are fractions of 2 stocks in portfolio for each moment). I hope I've found all bugs here, but no warranties. ...


Granularity Display granularity: You should choose granularity based on screen size constraint. Most screens support about 100 pixels per inch and can display 2000 discrete pixels in the horizontal axis. Let's say you store 2000 minutes of data. It will be impossible for a regular monitor screen to resolve the difference if you displayed them as points in ...

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