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0:00 Review / Recap of Part 1
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Classroom Contents
Backtesting.py - Intraday ORB Strategy in Python - Part 2
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- 1 0:00 Review / Recap of Part 1
- 2 2:25 Getting the code / mailing list
- 3 3:31 Calculating the Opening Range
- 4 10:53 Verifying Correctness
- 5 11:47 Entries, Position Sizing, and Order Placement
- 6 13:39 Fixed Sized Order Placement in Backtesting.py, Lookahead Bias
- 7 15:36 First Run Stats / Performance
- 8 16:59 Dynamic Position Sizing, Take Profit Calculation
- 9 19:56 Stop Loss Calculation
- 10 20:45 End of Day Liquidation, Margin, Commission / Fees Parameters
- 11 22:55 Early Close Dates / Holidays Ugly Hack
- 12 23:49 Backtest Results
- 13 25:09 Comparing Trade Results to Paper, CSV Output
- 14 27:33 Backtesting.py First Impressions, Strengths, Limitations
- 15 28:45 "Stocks in Play" Paper? Other Papers I Should Look at?
