My background is in Spread Betting. I know how to calculate my position size based on how far away my stop is from my entry, I calculate the amount per pip so that I only ever risk a fixed percentage of my account on any one trade e.g. 1%.

So say my account is £1,000, 1% is £10 (The amount I want to risk on the trade). The stop, which for simple maths is 10 pips/points away. £10 / 10points is £1 per pip/point.

I'm new to backtesting frameworks and have chosen the "Backtesting" package as my first one to give a go: https://pypi.org/project/Backtesting/. I'm open to other frameworks/packages such as Zipline.

What suggestions do you have as to what framework this would be easiest with, and/or examples of how to do it whether or not that's with the Backtesting package.

(Just to clarify, I have written my own custom live trading system which does all this but only for live trading. Now I want to specifically implement it within a strategy backtest framework.)

  • 1
    $\begingroup$ If you have written a live trading system which does all that, wouldn't it be simple to just get historical data and apply your own implementation? $\endgroup$
    – AKdemy
    May 6, 2021 at 1:59


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.

Browse other questions tagged or ask your own question.