Vectorbt reddit.

Vectorbt reddit pro blog. 008555963961 Welcome to the TickTick Reddit! This community is devoted to the discussion of TicTick, regarding questions during use, tips/tricks, ideas to discuss, news and updates, anything to make TickTick better to use for you! *Note: Most efficient way to reach support team: sending tickets via Feedback&Suggestion in the app! Jan 17, 2022 · Hi @ironstone05, most arguments can be specified as arrays. As for libraries, most backtesting libraries allow for parameter optimization; backtrader, vectorbt, Quantconnect (these are the ones I have tried). 2K subscribers in the LearnDataAnalytics community. 161K subscribers in the dataengineering community. Let's delve into the key features that set: Few simple steps to strategy creation and deployment: The strategy development process is too time-consuming. 0最终价值 7982. 422082. Sep 12, 2024 · Vectorbt 已成为最有效且多功能的 Python 库之一。 这款开源工具允许交易者在历史数据上测试策略、优化参数，并进行详尽的投资组合和风险分析，并且这个项目库更新频繁，维护得非常勤快，而backtrader上一次维护已经是一年前。 The official Python community for Reddit! Stay up to date with the latest news, packages, and meta information relating to the Python programming language. org bt gemini - for crypto currency trading Sorry - I wrote a lot of comments and then my browser crashed and I lost whatever I wrote. Welcome to the unofficial Divi subreddit, the number one place on reddit to discuss Elegant Themes' flagship WordPress template. Vectorbt is the hotness at the moment. Posted by u/[Deleted Account] - 6 votes and 13 comments Apr 8, 2025 · VectorBT Backtrader Zipline 比较：（这是DeepSeek的回答） 以下是 VectorBT、Backtrader 和 Zipline 三个量化交易回测框架的深度对比分析，结合技术特性、适用场景和用户反馈，帮助开发者根据需求选择最适合的工具： 一、核心定位与架构设计 Vec Get the Reddit app Scan this QR code to download the app now. 3K votes, 68 comments. Image. For my very specific use case, we need to generate large samples from a multivariate normal distribution. A subreddit dedicated to learning machine learning 5. ta. I have found few challenges to implement the entries and exits as below: entries - how to put buy limit order for vectorbt? exits - how to close trade after trades opened for 10 days? Hope for help, thank you. --- If you have questions or are new to Python use r/LearnPython pd. 11K subscribers in the mlops community. Programming education for TradersIf you'd like to contact me, you can do so through the email below. **/r/Pythoncoding is a subreddit for advanced Python content. 7M subscribers in the algotrading community. You could fix it by making X np. As I noticed some people mentioned vectorbt and I very much agree, also there is a very good tutorial that tackles it's main features, I hope its of some use to you. Reply reply If you want to learn Python for trading, I think these libraries will help Computation, statistic, math: numpy, pandas, scikit-learn Visualization: matplotlib, seaborn, plotly (pick one, recommend first one) A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. Jan 31, 2023 · UT Bot Strategy is one of the most popular scripts I published on TradingView. This allows for testing of many thousands of strategies in seconds. Combines many features across vectorbt into a single behemoth class. 33% win rate Avg W/L Ratio of 2. Oct 2, 2024 · Vectorbt 已成为最有效且多功能的 Python 库之一。 这款开源工具允许交易者在历史数据上测试策略、优化参数，并进行详尽的投资组合和风险分析，并且这个项目库更新频繁，维护得非常勤快，而backtrader上一次维护已经是一年前。 Feb 11, 2022 · With vectorbt you will find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research. It’s not flexible when you get into large multi symbol trading esp when entering/exiting within same time steps or evaluating p/l per symbol or per symbol groups as opposed to the full portfolio. Recently I started using vectorbt and I decided finally to implement this strategy in Python. The coolest feature is that it allows comparing any strategy to an arbitrary number of similar, randomly generated strategies (10-1000) in a matter of seconds to see the potential of this particular trading period. The video has to be an activity that the person is known for. I’m still a beginner with python so I’m going to try to work with it and see what happens. Mar 1, 2025 · VectorBT® PRO (vectorbtpro) is a next-generation engine for backtesting, algorithmic trading, and research. Image J'ai trouvé… The official Python community for Reddit! Stay up to date with the latest news, packages, and meta information relating to the Python programming language. Reply reply /r/StableDiffusion is back open after the protest of Reddit killing open API access, which will bankrupt app Nautilus trader, Vectorbt. I am currently on the cusp of throwing vectorbt in the mix. Provides functions for visualizing data in an efficient and convenient way. 816K subscribers in the learnpython community. Or check it out in the app stores Pyportopt, vectorbt, fastquant, quantstats, TA-Lib, Prophet We would like to show you a description here but the site won’t allow us. download ('BTC-USD'). Vendors behave! A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. 1. Then I read that there are some bots that are buying coins for a lesser price on one exchange and sell it on another exchange where that coins is at higher price. I'm using vectorbt as my backtesting engine. although if your strategy is simple and not much time consuming and one doesn't wish to try out new frameworks, backtrader is alright too! I do the calculations out of vectorbt framework using pandas/numpy, and save the signals/sizes as a separate pandas series or as a column in the main dataframe, then feed vectorbt with this series/dataframe to do the trades. I personally use vectorbt do my research, analyze the market, and design the strategy, and other backtesters to validate it. Come join fellow traders in the vectorBT universe! Together, we'll dive into the world of advanced… Jun 10, 2023 · En éste código hemos aprovechado la potencia de la librería pandas-ta, que se integra con vectorbt para simplificar la generación de las señales (df. u We would like to show you a description here but the site won’t allow us. I used vectorbt a bunch last year, needed to learn a ton about numba optimizations to have it work at scale. --- If you have questions or are new to Python use r/LearnPython r/vectorbt: Come join fellow traders in the vectorBT universe! Together, we'll dive into the world of advanced backtesting and trading strategy… We would like to show you a description here but the site won’t allow us. Get access to vectorbt PRO and join our quant army!. com Oct 25, 2022 · With that said, VectorBT looks really nice. I’m currently using backtrader with data gathered via TD api. com's Reddit Forex Trading Community! Here you can converse about trading ideas, strategies, trading psychology, and nearly everything in between! ---- We also have one of the largest forex chatrooms online! ---- /r/Forex is the official subreddit of FXGears. In order to maintain the quality and focus of that subreddit, while facilitating more discussion around the engineering challenges being faced by those building production ML systems today, r/machinelearningengineering has been created. Hi I want to backtest an idea based on fundamental data. 33 Max DD -30% Best Trade 26% Worst Trade -7% Profit Factor ~1. Each creates a figure widget that is compatible with ipywidgets and enables interactive data visualization in Jupyter Notebook and JupyterLab environments. com, a trading forum run by professional traders. I use TargetPercent method but you can also use signal type approach. 25 Check out VectorBT, it's vectorized based instead of being event-driven like backtrader and has a pretty active community. rb3 - A bunch of downloaders and parsers for data delivered from B3. For example, a professional tennis player pretending to be an amateur tennis player or a famous singer smurfing as an unknown singer. arange(n), or by making size n + 1. polakowo/vectorbt: vanilla version (default) polakowo/vectorbt-full: full version (with optional dependencies) Each Docker image is based on jupyter/scipy-notebook and comes with Jupyter environment, vectorbt, and other scientific packages installed. This subreddit is not run by or affiliated with Elegant Themes. It's a high-performance, actively-developed, proprietary successor to the vectorbt library, one of the world's most innovative open-source backtesting packages. vectorbt 利用NumPy和Pandas进行高效的数据处理，回测速度非常快，尤其是在大数据集上。 是否可以使用vectorbt进行实时交易？ 虽然 vectorbt 主要用于历史回测，但用户可以将回测结果与其他交易库（如ccxt）结合，进行实时交易策略的实现。 Supports two major simulation modes: 1) vectorized backtesting using user-provided arrays, such as orders, signals, and records, and 2) event-driven backtesting using user-defined callbacks. Computer Vision is the scientific subfield of AI concerned with developing algorithms to extract… The official Python community for Reddit! Stay up to date with the latest news, packages, and meta information relating to the Python programming language. For the pro one the documentation is way better, it has a much longer list of features, and you get access to a Discord server where the creator is reachable for questions. td - Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies. A Collection of public tutorials published in the qubitquants. However that was one year ago. However the jax library for python can be set up to use the GPU, which results in over a 20x speedup. 3M subscribers in the datascience community. This subreddit also conserves projects from r/datascience and r/machinelearning that gets arbitrarily removed. 我使用矢量BT, 即 python 后测试库, 来获取夏普比率的后测试结果 。这是样本代码结果是开始时间 2022-01-03 00: 00 00: 002022-12-30-00:00 00:00 周期 251开始值 10000. Here is how much profit we would have made if we invested $100 into Bitcoin in 2014: vectorbt - focus on speed (numpy, pandas, Numba) pysystemtrade - belongs to a book / not on pypi. After I commented I tried to mess around with pinescript on trading view, and although the general consensus is that it’s the easiest, I disliked it for the following reasons. A space for data science professionals to engage in discussions and debates on the subject of data… r/machinelearning is quite research focused. Posted by u/plkwo - 302 votes and 57 comments The official Python community for Reddit! Stay up to date with the latest news, packages, and meta information relating to the Python programming language. You can easily train models on historical data and test them with a strategy that runs on out-of-sample data using Walkforward Analysis. definitely legit for the pythonistas in here cuz it's super lightweight and integrated with the python data science / ML stack I see a lot of people on this sub recommending to build your own backtesting library/tool instead of using Backtrader/VectorBT etc. We would like to show you a description here but the site won’t allow us. 05% fee assumption per trade. its by Chad Thackray on YT. Both sl_stop and tp_stop are percentages of the stop entry price. Just be careful an thoroughly test everything :) 3 subscribers in the robotrading community. Just need to learn Python. Doing everything with NumPy arrays and Numba is awesome. Supports shorting and individual as well as multi-asset mixed portfolios. If you have questions or are new to Python use r/learnpython 17K subscribers in the learndatascience community. Or check it out in the app stores VectorBT PRO backtesting, research and algorithmic trading. 2M subscribers in the Python community. Base plotting functions. Here is how much profit we would have made if we invested $100 into Bitcoin in 2014: import vectorbt as vbt price = vbt. --- If you have questions or are new to Python use r/LearnPython Welcome to FXGears. Cython is incredible!! Wrote my algos in python, all working good. Check your spam filter if you don't get a reply after a Reddit WallstreetBets API - Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API. Chad sur YouTube propose un didacticiel sur vectorBT, mais il est assez simple et ne couvre pas les éléments les plus compliqués nécessaires pour créer une stratégie réussie. At the moment though, everything I have is custom because my strategy is a little atypical. Learn Data Science using Reddit! Ce ne sont là que quelques éléments, même après avoir envoyé un e-mail au créateur de vectorBT (Oleg), je n'ai pas reçu de réponse. This ensures that we cut our losses The proper documentation is being developed as part of vectorbt. tsignals). All modern backtesting engines should have these essential features. The default stop entry price is close, meaning even though you ordered at the current opening or any other price, the threshold will be computed from the current close (because if the stop is being hit in the same candle, vectorbt wouldn't know whether it's after the 什么是 vectorbt？vectorbt 是一个用于定量分析的 Python 包，它采用一种新颖的回测方法：它完全在 pandas 和 NumPy 对象上运行，并由 Numba 加速以快速和大规模地分析任何数据。这允许在几秒钟内测试数千个策略。… plotting module ¶. Mar 1, 2025 · Getting started ; Documentation ; Fundamentals¶. One approach we can take is to set up stop-loss and take-profit levels for each trade. Come join fellow traders in the vectorBT universe! Together, we'll dive into the world of advanced backtesting and trading strategy optimization, making smarter decisions along the way. This way you are not limited by flexibility of vectorbt or other frameworks. It builds upon the idea that each instance of a trading strategy can be represented in a vectorized form, so multiple strategy instances can be packed into a single multi-dimensional array, processed in a highly efficient manner, and analyzed easily. from_holding (price, init_cash = 100) pf. View community ranking In the Top 1% of largest communities on Reddit. I was wondering if people who took that route had any advice/input on the subject. The PRO version extends the open-source package with new impressive features Mar 1, 2025 · Note that most features are continuously updated, thus the following examples are meant to be run with the latest vectorbt PRO version installed Import required by code examples from vectorbtpro import * # (1)! While there are some excellent trading packages available like QuantConnect and amazing packages such as Vectorbt, we decided to create our own solution that offers unique advantages. The data required for running the tutorial is in the data/ folder. Because of its vectorized approach, Vectorbt is running blazingly fast, but in many times, the backtest result is lower "accuracy" compared to event-driven backtesting tool. View community ranking In the Top 1% of largest communities on Reddit TradingView provides a minimal amount of candles in the 1m chart to backtest on and I need to test it further. With git¶ Of course, you can pull vectorbt directly from git: Mar 2, 2024 · Vectorbt comes to the rescue with its built-in risk management tools. The only advice I would give is [insert_proverbial_saying_about_not_forcing_a_failing_method_to_work]. The difference is night and day. Dear algo trading community, I want to train a model to optimise a rebalancing strategy on crypto (just a backtester in Python for learning purposes). Hey! Thanks. VectorBT® PRO was implemented to address common performance shortcomings of backtesting libraries. I also didn’t look for a best combo of parameters, but my goal was to explore the big picture. Hemos usado la librería pandas-ta en otros artículos para añadir indicadores a nuestro Dataframe de datos OHLCV. Your problem is that your array of ns (X) is of shape (n + 1,), but your desired output shape is (n,). Reply reply reisenmachtfreude A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. There's also the fact that I haven't completely figured out all of the capabilities of vectorbt (not to mention the pro version). This is why I like this library so much because you can do quite complicated things very simply. Even using mvnfast can be slow. 66 Sharpe 1. Freely share any project related data science content. Best version of python for VectorBT? I heard from a one year old tutorial that vector by can have compatibility problems with the latest versions of python, and that python 3. 86K subscribers in the computervision community. The official Python community for Reddit! Stay up to date with the latest news… Hello, I'm trying to run a simple backtest but I'm having trouble with the Bollinger Bands indicator object. r/vectorbt: Come join fellow traders in the vectorBT universe! Together, we'll dive into the world of advanced backtesting and trading strategy… A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. get ('Close') pf = vbt. If you have questions or are new to Python use r/learnpython Before you dig in my reply, here is a background. News & discussion on Data Engineering topics, including but not limited to: data pipelines… Currently I'm able to beat my benchmark with 0. Mar 1, 2025 · Learn how to backtest a basic RSI strategy Feb 17, 2024 · Vectorbt: Vectorbt is renowned for its vectorized backtesting, which allows traders to perform high-speed backtests with complex strategies and multiple assets efficiently. I am currently testing its basic version - figure there is much to learn before considering the pro version. For some reason it sounds just wrong but looks like that is what they do. Those are incompatible. YFData. vectorbt allows you to easily backtest strategies with a couple of lines of Python code. rbcb - R interface to Brazilian Central Bank web services. --- If you have questions or are new to Python use r/LearnPython Does vectorBT have a built-in Exponential Moving Average? Is so where in the documentation does it say how to implement it? 27 subscribers in the vectorbt community. Seeing that hodl BTC strategy from 2014 to today only has a Sharpe of 1 is interesting Aug 20, 2023 · I was looking for a back-testing solution and came across VectorBT and its pro version. API A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. Hi all, I wanna ask if we could backtest this strategy with vectorbt (as shown in the image below). --- If you have questions or are new to Python use r/LearnPython I also took a look at vectorbt, but that seems more along the lines of the typical step through method as well just optimized to run on a larger scale. Bonjour à tous, je voudrais demander si nous pouvions tester cette stratégie avec vectorbt (comme indiqué dans l'image ci-dessous). I just give you my list now :( I have used backtrader and backtesting. Discuss code, ask questions & collaborate with the developer community. 32K subscribers in the pythoncoding community. 7 was the way to go. ** Developers can share articles and news… 1. I do have tv premium too and I can guarantee it overfits. 52 Sortino 2. Portfolio. As you can see in the VectorBT documentation (attached), they provide examples to what attributes the SMA object should bear when called from different libraries. See full list on greyhoundanalytics. Backtrader: Backtrader also offers backtesting capabilities, but it may not have the same level of performance as vectorized backtesting, especially with complex strategies Usage ¶. The official Python community for Reddit! Stay up to date with the latest news, packages, and meta information relating to the Python programming language. read_html returns a list of dataframes. A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming… The official Python community for Reddit! Stay up to date with the latest news, packages, and meta information relating to the Python programming language. py. Documentation Explore the GitHub Discussions forum for polakowo vectorbt. First let’s import all the libraries we’ll use in this code: Implementing UT Bot Strategy in Python with vectorbt Read More → May 2, 2025 · vectorbt allows you to easily backtest strategies with a couple of lines of Python code. The place to talk about your experiences as you work through the "Teach Yourself Data Analytics… 383K subscribers in the learnmachinelearning community. In this article, I will show you how you can use SL and PT in vectorbt library. Beginner friendly community that is all about making data science simple and accessible to… Posted by u/fancypigollo - 1 vote and no comments A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. For example it will rebalance each quarter based on criteria like top 50 fcf / sales market… Vectorbt handles broadcasting, so you can backtest many algos or strategies at once. I know my Python OK but I don't really know where to start with such a project. A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. Even on the VectorBT page, half the page is data visualization of the backtest results. comments sorted by Best Top New Controversial Q&A Add a Comment Get the Reddit app Scan this QR code to download the app now. pro, and while it touches the next-generation version of vectorbt, you can still find many overlapping concepts and examples. In vectorbt framework, you can do as simple as passing 2 parameters to the backtesting function. I did the same, started with backtrader then switched to vectorbt. It allows you to set slippage etc, but not sure if that’s sufficient or if you’re looking for something more A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. Check out vectorbt The official Python community for Reddit! Stay up to date with the latest news, packages, and meta information relating to the Python programming language. The landing zone for anything MLOps - beginners and pros welcome. You're trying to turn the entire list into a single dataframe and pandas doesn't like that. This sub aims to promote the proliferation of open-source software. These tests are not conducted against one single time frame and asset, but on 400 time frames x 10 assets = 4000 different market conditions. vectorbt is definitely a must try, cool features and its very very very fast. It vectorises backtesting multiple parameters rather than linearly looping through them, it's fast! We would like to show you a description here but the site won’t allow us. Use this subreddit to ask questions, show off your Divi creations and meet other Divi enthusiasts. --- If you have questions or are new to Python use r/LearnPython PyBroker was designed with machine learning in mind and supports training machine learning models using your favorite ML framework. total_profit 8961. All free. Has anyone worked with an ML system that has "cached" the entries and evaluated the system as opposed to using the model to predict at each time step during a test? The official Python community for Reddit! Stay up to date with the latest news, packages, and meta information relating to the Python programming language. Research and conversations for algorithmic traders. Subreddit for posting questions and asking for general advice about your python code. Actually look at crypto after it's created to figure out which table you want, then point the next line to that next index in the list. I made this dashboard to live up to the expectations that vectorbt makes possible creating reactive backtesting dashboards. That is data visualization though and not really backtesting. On this sub, people are talking about bots destroying reddit avatar minting gen3. If you have questions or are new to Python use r/learnpython 3 subscribers in the robotrading community. I’m checking out vectorbt now and it looks like a game changer. I use it in combination with historical stock data I get from my broker (Interactive Brokers) via the I bit the bullet a few months ago as I was really liking Chad's vectorbt tutorials on YouTube but found vectorbt's documentation to be lacking. Optimized for speed - using matrix computations (NumPy) + acceleration of NumPy with Numba. These are the current stats from an out-of-sample test covering 911 trades. r/vectorbt: Come join fellow traders in the vectorBT universe! Together, we'll dive into the world of advanced backtesting and trading strategy… VectorBT is best suited for rapid strategy development, ML testing, and hyperparameter optimization. Once you get to the point where you need more custom backtests with large amounts of data I use VectorBT library for python. VectorBT is supposed to be way faster, and better for data-mining plus it has great summary with all the stats you need, but I’m a beginner and there isn’t a lot of documentation on it, plus now you have to pay a little for the new pro version. r/vectorbt: Come join fellow traders in the vectorBT universe! Together, we'll dive into the world of advanced backtesting and trading strategy… View community ranking In the Top 1% of largest communities on Reddit Consensus on using leverage with algos I have a strategy I worked on for the last 2-3 weeks, surrounds the use of scalping FVG zones + reversion, uses M15 data and on a years worth of data, makes maybe 20 trades a day, returns are underwhelming without leverage but still net A celebrity or professional pretending to be amateur usually under disguise. vectorbt . I was asked many time if I have a version of this strategy in Python. Vectorbt is vectorized backtesting tool while many in the market prefer event-driven backtesting tool. 2K subscribers in the DataScienceSimplified community. QuantConnect is a beast on its own and is much more complete as a backtesting platform. If you have the chance to test your strategies both on tv and python (backtrader or vectorbt) with a 70/30 walk forward you will notice it. I wanted to check with the community here - about your experience? Are any of you using it - what does it do better that others don't and any tips and tricks to get the best from this back-testing What is vectorbt?¶ vectorbt is a Python package for quantitative analysis that takes a novel approach to backtesting: it operates entirely on pandas and NumPy objects, and is accelerated by Numba to analyze any data at speed and scale. If you have something to teach others post here. Vectorbt is incredibly efficient for backtesting. anjqekfw lkyd tqo aaky nuwl ixbda cmsv ylkmvu efeop uzek ntyhlj ecwul lksgrh kssl ycyfes