Simple EMA Scalping Trading Strategy Backtest In Python (Part 2 Optimization)

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  • เผยแพร่เมื่อ 7 ม.ค. 2025

ความคิดเห็น • 48

  • @hackiechan8125
    @hackiechan8125 2 ปีที่แล้ว +1

    I'm trying to start with algo writing watching your videos. Thank you for making all the content

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว

      Thank you for your support 😊 and good luck it's really fun to code

  • @ventiladorbueno1846
    @ventiladorbueno1846 2 ปีที่แล้ว +3

    Im following all of your videos about traiding, very 💪

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว

      Thank you for your support, I hope these are of help... I am always intrigued by your nickname 🙂

  • @KalbOngmUsikerO
    @KalbOngmUsikerO 2 ปีที่แล้ว +1

    thank you for these informative videos and the free codes. I am learning python and this algo trading. its a big help for me to start with,.. thanks. waiting for more videos like this...
    😊

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว

      I am glad it's of help for learning that was my initial propose rather than simply backtesting strategies

  • @jw-sx4pi
    @jw-sx4pi 2 หลายเดือนก่อน

    you could have a loop with slowing incremental values to get optimum inputs to the parameters

    • @CodeTradingCafe
      @CodeTradingCafe  2 หลายเดือนก่อน

      Hi, yes it works this way, probably slow to compute but worth it.

  • @krzysztofkubiak3578
    @krzysztofkubiak3578 2 ปีที่แล้ว +1

    Thank you for another interesting material. When creating my own systems, I have the same problem - how to distinguish the period when there is a clear trend and when there is a horizontal trend. I am still not entirely satisfied with the results, but I rely on the ATR ratio - when it is small I use a smaller order value (eg 1/3). When the ATR increases (the trend is clear) I move my position to the nominal. However, I am still looking for a good indicator to determine if there is a trend or not.

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว

      Hi, thank you for sharing, have you tried the slope of let's say closing prices of the last 10 candles for example? It might be a way to measure the trend but again 10 candles or 15 or ... It's hard to guess

  • @carolinavillarraga8715
    @carolinavillarraga8715 ปีที่แล้ว +1

    Hi! I adapt the first part to my own strategy and it's working😍! Thanks a lot! 😌
    Could you please share this notebook as well? I only could find the part I in the drive link 😢

    • @CodeTradingCafe
      @CodeTradingCafe  ปีที่แล้ว

      Hi thank you for your support, I am glad it's working. For the part 2 notebook I will have to search I am not sure if I will be able to find it, it's a looooot of programs on my drive 😂

  • @olympus5979
    @olympus5979 2 ปีที่แล้ว +2

    Thank you for making this videos. I have been binge watching them and I`m learning so much from you.
    If I may make a suggestion for a video :) could you look into the inventory retracement bar strategy from Rob Hoffman?

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว +1

      Hi, thank you for your support, I will check it out but unfortunately I will need few weeks, lots of requests/ideas recently to code and test but if you think it is worth it... why not 🙂

    • @olympus5979
      @olympus5979 2 ปีที่แล้ว +1

      @@CodeTradingCafe I think it is woth it. He has won numerous real money trading competitions

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว +1

      @@olympus5979 yes just saw this... It will be my homework

  • @deepakfialok
    @deepakfialok 2 ปีที่แล้ว +1

    Thanks for the video, from where did you downloaded the csv data, website is not mentioned.

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว

      Yfinance or dukascopy or your broker might have data available. Good luck!

  • @SP-db6sh
    @SP-db6sh 2 ปีที่แล้ว +1

    Fabulous ! How to do this using vectorbt or fastquant?

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว

      Hi, thanks, well vectorbt was lacking proper documentation last time I checked it would take some time to learn it properly, fastquant I have no idea

  • @abhilashjain4441
    @abhilashjain4441 2 ปีที่แล้ว +1

    Super helpful video. Would love to see one video wherein code is being deployed in a live market .. probably part 3 :|

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว +1

      Thank you for your support, live will be when I find the ultimate strategy 🙂

    • @abhilashjain4441
      @abhilashjain4441 2 ปีที่แล้ว +1

      Paper trade will also do 😉

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว

      Yes I think it's a good way to test an algo

    • @huseyincuma9523
      @huseyincuma9523 6 หลายเดือนก่อน

      @@CodeTradingCafe sir did you find it?

  • @sukriadnansangadji8232
    @sukriadnansangadji8232 ปีที่แล้ว +1

    how to add code for re-Entry 2, 3, 4, DLL when the price is bearish or bulihs

    • @CodeTradingCafe
      @CodeTradingCafe  ปีที่แล้ว

      I think it depends on your entry criteria there is no one answer fits all situations. But it can definitely be coded for automation.

  • @lmedits_
    @lmedits_ 2 ปีที่แล้ว +1

    Can you please look into Order Blocks & Dominant Break using python, btw I love your videos :)

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว +1

      Hi, thank you for your comment, I am not very familiar with order blocks I mean from the technical side and no experience trading this method, have to study more about it see which part can be automated.

    • @lmedits_
      @lmedits_ 2 ปีที่แล้ว +1

      @@CodeTradingCafe Thank you I appreciate it

  • @loteronloteron3410
    @loteronloteron3410 2 ปีที่แล้ว

    strategy backtest good so how create real buy selll bot after bacteting?

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว

      Not yet, trying to find the perfect strategy first...

  • @ventiladorbueno1846
    @ventiladorbueno1846 2 ปีที่แล้ว +2

    Thanks

  • @DBIRobotics
    @DBIRobotics 11 หลายเดือนก่อน +1

    30% risk??

    • @CodeTradingCafe
      @CodeTradingCafe  11 หลายเดือนก่อน

      Yes when I increased leverage... risk is always high.

  • @adinan1000
    @adinan1000 10 หลายเดือนก่อน

    Hi, I'm new to programming.
    Why did you write:
    def next(self)
    super().next(): ?
    and 50e - 4 ?

    • @CodeTradingCafe
      @CodeTradingCafe  10 หลายเดือนก่อน +1

      Hi these are functions inherited from base class, from backtesting package.

  • @randomdude79404
    @randomdude79404 2 ปีที่แล้ว +2

    Please do some videos on quantconnect

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว +1

      Bhav it's been a while ... I don't know much about quantconnect sorry about this

    • @randomdude79404
      @randomdude79404 2 ปีที่แล้ว +1

      @@CodeTradingCafe no worries bro keep up the good videos, QuantConnect is just a backtesting tool

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว

      @@randomdude79404 thank you

  • @Jamil.francis
    @Jamil.francis 2 ปีที่แล้ว +1

    2.65k is too little honestly for this channel 😏

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว +1

      2.65k are having fun coding so it's all good

  • @King_A_limited
    @King_A_limited 6 หลายเดือนก่อน +1

    This is a horrible strategy 😂

    • @CodeTradingCafe
      @CodeTradingCafe  6 หลายเดือนก่อน

      All scalping strategies are horrible except very few, it's hard to find something consistent on low timeframes.

  • @degatriator
    @degatriator 2 ปีที่แล้ว +2

    Your strategy only works in the negative. There is no benefit from it

    • @CodeTradingCafe
      @CodeTradingCafe  2 ปีที่แล้ว

      Thank you for your comment I didn't know 🙂