Backtesting Tutorial Part 2: Getting the Data!

Unlock the Power of Backtesting Part 1:

Link to referenced stock symbol csv list:

In part 1 we explored how to download stock data from yfinance and how to add technical indicators to our dataset and apply strategy rules to find trading entry points. In this video we cover how and where to download all the price data we will need for backtesting.

Submit a strategy for me to backtest in a future video:

As always this is for information purposes only; this is not investment advice, I am not an investment advisor, and I do not advocate for or against any particular trading strategy.

[taylorgrady]

Really impressive and valuable work. Staying tuned and looking forward to seeing how you create performance analyses with return distributions as shown in your prior backrest videos. Thank you for lighting the path.

[codhighlights]

need part 3 please! very good explanation for someone with no coding background this was prefect!

[thayrovg]

Thank you so much for the effort put in these backtesting tutorials. You are motivating me to study data science with your great explanations!

[valgehunt]

Hei, fellow software programmer here, great video to introduce people how to approach. I hope you make more about different strategies and on your approach to seriously backtest them! Also im intrested in a community like a discord server on this style of backtesting topic, could be fun to talk to likeminded people and try to improve each others backtests and methods

[arnoldkesselaar]

Very informative SB. I was looking at VectorBT, Quantconnect or Backtrader for the backtesting work and appreciate your "vanilla" python approach. Please consider continuing this series.

[VidAnderson-fygn]

Hey, great video, very valuable information and great tutorial. I started to learn python after watching all your videos. Really looking forward to the next one and how create performance analysis as that is where I am currently getting stuck.. Do you know when you will release the next one in the series? :) Thank you so much for all efforts you put into this.

[sunbreezy]

Really enjoy your content man. Some very valuable insights from these tutorials. In my opinion this is the best approach I’ve seen to doing a thorough backtest. There’s a lot of traders out there who have a strategy and don’t rigorously backtest enough. Was wondering whether you would be able to make a part 3 to this video explaining how you analyse the results on different time frames and also how you create the simulations for your trades.

[Dx_Ach]

you can run each symbol on the daily time frame twice, one buys at the open and sells at the close of current candle and visa versa to see if that symbol has a buy or sell bias and adjust strategy for those symbols.

[EduardoGrados]

Really great content, waiting for part three :)

[jacekstarzyk]

Fascinating, do you know when you will release the next one in the series? :) Thank you so much for all efforts you put into this.

[stanverhoeven]

Hey, again a great video with great value! Working on it step by step:) Thanks so much and I cant wait for the next ones!

[alexbabits]

Will there be a part 3 where you can filter these entries, stops, and targets for trades that won (hit the target) and trades that lost (hit the stop)? I'm guessing there are templates out there as well.

[Muhammadxuxix]

could you do a backtest XAUUSD on the OANDA server using multiple ema 20 on (1-hour tf, 4-hour tf and daily). the entry rule is when the price is emerging up from the bottom of 4H ema and the 1H ema < 4H ema < daily (the short rule is the opposite). the SL is the last low or the 1.6 ATR. The TP is the last high of the 30-minute candle. when the order is on 1R, cut half of the order size. Thank you.

the other thing that I am curious about is, what kind of indicator do you suggest to determine the trend of the market (trending or sideways), it will really help if you can identify and switch the strategy mode.

[spag]

Hi, great tutorial. Where do you find years of 5 min data since yfinance has limitations on how far back you can go for granular data?

[zcodec]

Thank you so much. Uou don't know how much this helps me. Right now I'm at the crossroads and this is really one of the video that will help me in continuing my journey. Please don't stop releasing backtesting tutorials 🤍

[olegolegb]

Any thoughts to test options with the simplest case such as a single call?

[playfun]

When next part? I want to backtest too!

[meherenow]

Really loving this series, can't wait for finding exits and pairing them with entries to create transactions. Question, is there a reason you use finta instead of pandas-ta?

[stanverhoeven]

Sorry to bother, are you planning on releasing next tutorials? I am really eager to learn more on how to backtest like this!

[davidkot]

Do you have an email or contact information SB?