Jacopo Maroli

Hey thanks for getting back. I took some time to make a couple of tests today. without SL https://nbviewer.jupyter.org/urls/gist.githubusercontent.com/jacopomaroli/7ef01a0e11b7b8df2596201066dda4d2/raw/013cda3e7fded24715eb61569085a016cb6c3942/strategy-nosl.ipynb ``` Start 2018-01-01 00:00:00 End 2020-01-01 00:00:00 Duration 731 days 00:00:00...

In my current strategy I'm basing my RSI on a window of 14 samples of 1 minute so that's actually aligned with my current BOT implementation. Sorry I should have...

hey, thanks for getting back. I didn't have the time to go through all the feedbacks you gave me today. I did my best to put up this dirty mashed...

More updates! :) https://nbviewer.jupyter.org/urls/gist.githubusercontent.com/jacopomaroli/01eb8687bb3d6c36addab02f83695769/raw/65d1dd39a472618959f7b84889312ad23cda977e/strategy-cmp.ipynb I managed to take the resulting open/close positions from backtrader in post analysis, and feed them into vectorbt as raw buy/sell signals and overlapped them at...

hey wukan, thanks for the heads up, I gave a quick check in both vectorbt and backtrader repo and couldn't find set_compatibility mentioned anywhere in the code so I assume...

Looks like I made it in the end! https://nbviewer.jupyter.org/urls/gist.githubusercontent.com/jacopomaroli/3d2df4af6f4db45ce8955079cf630839/raw/8cd7ac2523b75911114095c867f9ee0c04656979/strategy-cmp.ipynb There was a bug in the original project on how it was setting up fees (passed totally wrong params to BT's...

Quick update: https://nbviewer.jupyter.org/urls/gist.githubusercontent.com/jacopomaroli/3c50dd8e37e000473d0adf9ea34d249c/raw/ae0a8737acd1978970b1ecdc369c0ea28568097d/strategy-cmp.ipynb I'm not done but since I've been working on it for a while I wanted to post an update just so you know I didn't give up...

https://nbviewer.jupyter.org/urls/gist.githubusercontent.com/jacopomaroli/bc50449b8d123b58030a249f2f606e7f/raw/9d662942d5e9c482afd23064cbaf8b17ca3d4cc1/strategy-cmp.ipynb done and done! I believe there's everything now. I think something broke with `BinanceData` as download output is ``` 2021-03-04 00:00:00+00:00 - 2021-03-04 08:19:00+00:00: : 1it [00:02, 2.38s/it] ```...

https://nbviewer.jupyter.org/urls/gist.githubusercontent.com/jacopomaroli/ae67b95672567d15bff343c5a6906791/raw/2b3f1118f6ce5e51fe49ebef64f00fe4ecd3e72b/strategy-backtrader-vectorbt.ipynb I think it's ready! Let me know if you're happy for me to open a PR :)

Done, I also added it as a title as first section inside the notebook itself :) Awesome, showing how to port strategies will definitely make the project even more attractive...