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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?
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