In this course you will learn to build your own backtesting system from scratch and illustrating with plotly library. We mainly use technical indicator for backtesting such as Exponential Moving Average (EMA), Moving average convergence divergence (MACD), Bollinger Band, Bollinger Band + ADX and 3 EMA channels. We mainly use functions relating to pandas and DataFrame being able to deal with large time-series data. For illustrate result, we use plotly library which is beautiful and easy to understand.
During learning backtesting, you will learn many performance measurement. For example, win rate, compound annual growth rate (CAGR) , expected returns and maximum drawdown. Next, you will learn to do parameter optimization and compare many performance measurement in each parameter. You will learn to simulate your strategies with stocks in NASDAQ100 ,also you can add any factors in your trading plan such as position sizing, ranking stocks, cutting loss, taking profit ,transaction cost and other conditions.
