Wednesday, 15 November 2023

Backtesting.py backtest statistics only shows nans and 0

I am trying to backtest a momentum strategy using Backtesting.py. I've gathered the data and computed indicator values using pandas_ta. I've defined short and long trading conditions. Now I just need Backtesting.py to run a backtest so that I can determine the performance of my strategy on historical data.

I am expecting stats from bt.run() to show me values instead of nan and 0.

I am working using this notebook: https://github.com/kbs-code/algo_trader/blob/master/backtests/backtestingdotpy_SPY_weekly_vortex.ipynb

Thanks



from Backtesting.py backtest statistics only shows nans and 0

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