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I have local database table with Symbol, Date, Open, High, Low, Close, Volume columns. getOHLCfromDB(symbol, startdate, enddate) is the fuction which will extract OHLC data. I would like handler to work on extracted dataframe df. Is there possibilities to analysis for my local data.

Hello Algovibes, Great Video, I have tried print('Symbol: '+symbol) print(output.get_analysis().indicators["close"]) for multiple closing price, which works. I wonder if there is any way that I can put the output in dataframe so I could download as csv file in better looking. Like Symbol is first column and Close price is in second column. Now the out put is row by row. Thank you

can i fetch bnf option data?

Which IDE are you using ?

Which IDE are you using ?

@Algovibes - lovely videos. 💝 BTW, I have tried to use Monte Carlo Simulation using GBM for five Indian stocks (ADANI) - ADANIENT.NS ADANIGREEN.NS ADANIPORTS.NS ADANIPOWER.NS ATGL.NS . Using your vector method I was getting VaR for the portfolio of stocks purchased on daily basis of INR 326.43 (used 5 years historical data, should it matter if it is not 1 year?). Using Monte Carlo Method for combined portfolio after 10000 simulations and using start_price as sum of each of the stock price on last day, I am getting VaR INR 1901, which is more realistic. Can you please do the same exercise in your video using Monte Carlo method?

Loved your video mate! Thank you

Options for crypto are fun but not to the point, please make a video about a strategy betting on the rise of oil and the necessary option to hedge it

You and Dutch algotrading are the neatest. Thanks a lot

This is way too OP, normally you have to pay hundreds of dollars a month for an API, but you get all this VALUABLE data for free, insane.

i'm completely new to algo trading and coding. Can you test an intraday strategy on Backtrader?

why do i get different output, when i use the same code and same symbol (eurusd, 2015-01-01) ? without adding buydate= pd.to_datetime("1900-01-01") if doesnt even work

Thanks so much for the tutorial. Could you please also suggest how to integrate a customized indicator and get results from it using "Trading-ta".

Hey great video, I have been watching your videos for a long time and this is my first time commenting I wanted ask if it's possible to add things like stop loss and take profit etc

now we have to pay licensce for it yes other wise it wont work

Bro, just copy and pasted from official doc.

Isn't this just because somebody wrote these lines of code and put them on the internet in the first place ... then chatGPT comes along and plagiarises / trains on them and it's "cleverness" is how it repackages information from the net as if it had "done" it , itself?

Maybe it does it without my seeing it but when you split the data between train and test, shouldn't you continue to train the model as each day passes? Maybe that is just too time consuming to put into the video.

Can you share the code?

can you make a video about short squeeze calculation ?

In c++ this monte carlo simulation can be performed at compile time

Any live trading video. That would be great

Very good as always. Thanks a lot

Thank you for sharing amazing knowledge video

Source code?

Thanks 😊

Great 😊

Will there be video of how to trade option with Python includes backtesting? Thanks.

Don't use the library it's a trash just use numpy and build your own

When I try to run the code on the line: if buyprice>=df.iloc[row+k].Low: I get an error: single positional indexer is out-of-bounds Is this a typo on my end somewhere?

Is this code working nowadays? I`m asking because at line 11, python print the message: True, and I had no de data base from selected criptos...

wieder ein grossartiges video. über w_mvp = np.dot(Sinv, one) / np.dot(one.T, np.dot(Sinv, one)) lassen sich bequem die weights des minimum variance portfolios erhalten, wobei one ein einservektor und Sinv die Inverse der Kovarianzmatrix sind. dann kann man bei diesem Punkt starten und nur den oberen ast (die eigentliche ef) zeichnen. danke sehr.

great job here

this is an opportunity to think about.... i hope i can develop this, thank you and respect from philippines!

Spyder is the best of data science? Greetings from Chile

Can we use above strategy to short for one month also after looking for losers of last 12 months

My friend fractal must have as a repetition that is independent of time... Do you remember how fractals were found in The BELL companies telephone lines? Entire branches of telephone cables failed in the same order regardless of the amount of power Voltage, Amperage, or the Frequency or Amplitudes which that power conducted at.

Great video , however, do not use Bitcoin as an example. This digital coin is influenced only by speculation, there is nothing worth on it. Thanks again

Awesome video, keep it up

Is it possible to use one of those strategies for live trading with binance api?

Hey, I ran this, in april 2024, and it says it is performing at a return level of 7.02, as opposed to the S&P500s 2.5 growth. Is this accurate, or have I made a mistake? Thanks

It's incomplete. Where's the last plot?

Great content, thanks for your work! I am struggling with the size of the position for the backtesting. I am trying to risk 1% of the available cash per position so I enter the sl and size = 0.01. However, the risk is completely off and it only risk 0.014% And in your code, you don't enter any size, do you know how much is risked per trade? Would you maybe have a solution please? Thanks for your help!

Thanks for your very clear videos about python and trading. But... I replicated your code but the function to remove the prices before the add date and after the remove date doesn't work. For instance, the ticker CZR is there from the beginning of 2015-01-02 and SBNY has prices all the way to 2023-05-19. Any way to reconcile this? Thanks.

Thank you so much for this video. It really gets me started quickly on Backtrader. I have a couple of strategies I wanted to plug in, but did not want to put them in the cloud because I am going to sell them later. Again, thanks for the Backtrader intro.

Is the next video availible?

Great video. helped me a lot in developing my own engine. I did find one bug in the code: "end = str(pd.to_datetime(start) + MonthEnd(0))" gives you the date with time at 00:00:00. Binance however sees 00:00:00 as the start of the day, not the end. When you enter a last date in binance such as 2024-04-04 00:00:00, you will get all data up to that point, resulting in a full day of data missing. fix would be this: end = str(str((pd.Timestamp(start) + pd.offsets.MonthEnd(0)).date()) + " 23:59:59")

kod ile yazdığım rsi ile sitedeki rsi uyuşmuyor

Loved your videos, subscribed and now addicted to them. It would have been great to also have considered GBM in your video. May be in future videos.