
Apply EMA backtesting in Python by downloading data, computing EMA and moving averages, and generating buy/sell signals. Evaluate performance using CAGR and profit, and visualize the EMA-based strategy and trades.
Explain a bollinger band backtesting strategy based on mean reversion using moving averages and the upper and lower bands. Generate buy and sell signals with stop loss while testing performance.
Explore a Bollinger band plus ADX backtesting strategy that uses moving averages, standard deviation, and an ADX threshold to detect trends and guide buy-sell decisions.
In this course you will learn to build your own backtesting system from scratch and illustrating with plotly library. We mainly use technical indicator for backtesting such as Exponential Moving Average (EMA), Moving average convergence divergence (MACD), Bollinger Band, Bollinger Band + ADX and 3 EMA channels.
We mainly use functions relating to pandas and DataFrame being able to deal with large time-series data. For illustrate result, we use plotly library which is beautiful and easy to understand.
During learning backtesting, you will learn many performance measurement. For example, win rate, compound annual growth rate (CAGR) , expected returns and maximum drawdown.
Next, you will learn to do parameter optimization and compare many performance measurement in each parameter.
You will learn to simulate your strategies with stocks in NASDAQ100 ,also you can add any factors in your trading plan such as position sizing, ranking stocks, cutting loss, taking profit ,transaction cost and other conditions.
Lastly, you can make screening system which you can find stocks having interesting buy signals everyday. In this course, I introduce you 2 screening system which are oversold stock and strong uptrend stock. However, you can adapt your trading idea to build your own screening system.
Learning python coding in this course is starting from scratch and you can have further developing by yourselves.