This is a comprehensive and extensible event-driven backtesting framework written in Python. It is designed to test quantitative trading strategies against historical stock data, providing detailed ...

Backtesting evaluates a trading strategy by applying it to historical market data, helping traders assess whether an idea could have been viable in past conditions. A well-conducted backtest accounts ...

I ported TradingView's SuperTrend strategy to Python and ran it on 6.7 years of real ticks with spread and commission: PF 1.97 on gold H4, 0.81 on NZDUSD.

The ultimate curated resource list for Python-based algorithmic trading — built and maintained by Python for Traders. We only include tools, libraries, and projects worth your time. No bloated lists.