Emilio Basualdo Cibils
Emilio Basualdo Cibils
@cokecoffe hey, how did you solve this?
@ericaprhys @CaliosD hey, how did you guys solve this one?
Yes sorry, my bad. [Binance_DASHUSDT_minute_10000_clean.csv.zip](https://github.com/kernc/backtesting.py/files/6182385/Binance_DASHUSDT_minute_10000_clean.csv.zip) ``` class SmaCross(Strategy): def init(self): price = self.data.Close self.ma1 = self.I(SMA, price, 10) self.ma2 = self.I(SMA, price, 20) def next(self): if crossover(self.ma1, self.ma2): self.buy() elif...
@kernc did you have a chance to look at it?
@polakowo I was trying to parallelize the execution of the chunked version of your [article](https://polakowo.medium.com/stop-loss-trailing-stop-or-take-profit-2-million-backtests-shed-light-dde23bda40be) but found out that on Linux, (not on Mac) the spawned(or forked, tried with both)...
I did, and it works. But I have 126Gb of RAM, the chunks are small and I can confirm that the memory is not overloaded with `top`. Not only that,...
Only parallelized `indicator.run() `and `.from_signlas()`. On Mac it works perfectly
If I can't solve it during the next week, I will
Further more: same price series, but a smaller amount of chunks yields a successful execution.
hi @polakowo Again, thanks for the library. Quick question here. Whats the fancy way of running `Prortfolio.from_signals()` with all combinations/permutations of entries and exits? Something like the in `.run(..,param_product=True)` ```...