In this post I thought I’d take advantage of the results we got from the moving average crossover strategy backtest in the last post (can be found here), and spend a bit of time digging a little more deeply into the equity curve and producing a bit of analysis concerning some key performance indicators and some generally (hopefully) interesting data.
For completeness, below is all the code needed to produce the strategy backtest results for our impending analysis, along with charting the equity curve just to make sure we have run it correctly.
Monthly Archives
September 2016
Hi all, for this post I will be building a simple moving average crossover trading strategy backtest in Python, using the S&P500 as the market to test on.
A simple moving average cross over strategy is possibly one of, if not the, simplest example of a rules based trading strategy using technical indicators so I thought this would be a good example for those learning Python; try to keep it as simple as possible and build up from there.