Backtrader Redbook

I’ve tuned a SMA strategy that’s running on live trading for Chinese markets for commodities futures, after backtested the model via Goldmine between 2017-2021 (5 years histories for sharpe=1, mdd=10%, ror=20%). The plan is to create a program for western markets using the same model for program trading. I need to backtest the model for a list of instruments before live trading.

Backtrader seems a handy tool. Zipline (which was originally from Quantopian) gives me headache when using multiple timeframe of customized data, while Backtrader loads data quite conveniently, so I decided to invest some time on backtrader to experiment its features. This entry lists key features of the tool, with the aim to build a multiple timeframe and multiple commodities CTA strategy using SMA. 1.Basic template strategy runs in backtrader 2.Load Sina Futures Bars Into Backtrader 3.Load customized data under Redis 4.Fix ImportError on “matplotlib” 5.Synchronize Data From Different Market