Forums  > Trading  > expanding on my basic equity trading strategy backtesting model  
     
Page 1 of 1
Display using:  

bazibazi


Total Posts: 3
Joined: Sep 2020
 
Posted: 2020-11-05 22:02
I have written a basic model in Python which uses equity data to backtest strategies. These are the current variables and features:

- start cash
- position sizing
- stop loss (toggle and %)
- take profit (toggle and %)
- commissions (toggle and %)
- investment period & interval
- strategy: for now, only MACD crossover and EMA crossover have been implemented

The output is a percent and nominal returns comparison between the chosen strategy, holding the specified security for the investment period, and holding a specified index for the investment period.

How can I begin to expand my model? Maybe I could implement equity baskets, like run the same test on multiple equities at once? Is alpha the difference between the return of my strategy and the return of the market?
Previous Thread :: Next Thread 
Page 1 of 1