Backtesting.py - Intraday ORB Strategy in Python - Part 2

Learn to implement an intraday Opening Range Breakout (ORB) trading strategy using the Backtesting.py library in Python through this comprehensive 30-minute tutorial. Begin with a review of Part 1 concepts before diving into calculating opening ranges and verifying code correctness. Master entry signals, position sizing techniques, and order placement while understanding critical concepts like lookahead bias in backtesting frameworks. Explore both fixed and dynamic position sizing methods, implement take profit and stop loss calculations, and configure end-of-day liquidation parameters. Handle practical considerations including margin requirements, commission fees, and market holidays through coding solutions. Analyze backtest results and performance statistics, compare outcomes with paper trading data, and export results to CSV format for further analysis. Conclude with an evaluation of Backtesting.py's strengths and limitations as a backtesting framework, plus discussion of additional trading research papers and strategies worth exploring.