Multiple entry problems in using backtesting.py #1133
Unanswered
coding-work-man
asked this question in
Q&A
Replies: 0 comments
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Uh oh!
There was an error while loading. Please reload this page.
-
I am just trying to write a very simple multiple entry strategy, the logic is as bellow:
The sample code is like bellow
`class SmaCross(Strategy):
n1 = 5
n2 = 60
however if I look at the trade log, on 4-20, there are multiple entries, what's wrong with my code? There should be at most 2 entries . I have checked the stock data, nothing wrong and it's correct.
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | PnL | ReturnPct | EntryTime | ExitTime | Duration -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- 4500.0 | 69 | 73 | 22.199286 | 22.635166 | 1961.461247 | 0.019635 | 2021-03-29 15:00:00 | 2021-04-02 15:00:00 | 4 days 2050.0 | 86 | 90 | 24.191797 | 24.293687 | 208.875693 | 0.004212 | 2021-04-22 15:00:00 | 2021-04-28 15:00:00 | 6 days 2250.0 | 84 | 90 | 21.990646 | 24.293687 | 5181.843478 | 0.104728 | 2021-04-20 15:00:00 | 2021-04-28 15:00:00 | 8 days 2050.0 | 91 | 97 | 24.348277 | 24.293687 | -111.908156 | -0.002242 | 2021-04-29 15:00:00 | 2021-05-12 15:00:00 | 13 days 1025.0 | 86 | 97 | 24.191797 | 24.293687 | 104.437847 | 0.004212 | 2021-04-22 15:00:00 | 2021-05-12 15:00:00 | 20 days 1125.0 | 84 | 97 | 21.990646 | 24.293687 | 2590.921739 | 0.104728 | 2021-04-20 15:00:00 | 2021-05-12 15:00:00 | 22 days 2000.0 | 102 | 105 | 24.413534 | 24.062656 | -701.756402 | -0.014372 | 2021-05-19 15:00:00 | 2021-05-24 15:00:00 | 5 days 1025.0 | 91 | 105 | 24.348277 | 24.062656 | -292.761422 | -0.011731 | 2021-04-29 15:00:00 | 2021-05-24 15:00:00 | 25 days 512.0 | 86 | 105 | 24.191797 | 24.062656 | -66.120178 | -0.005338 | 2021-04-22 15:00:00 | 2021-05-24 15:00:00 | 32 days 562.0 | 84 | 105 | 21.990646 | 24.062656 | 1164.469614 | 0.094222 | 2021-04-20 15:00:00 | 2021-05-24 15:00:00 | 34 daysBeta Was this translation helpful? Give feedback.
All reactions