@revendar Thanks for your reply.
I did the test with Equity and it was performing as per expectation, Futures, however, were underperforming. Lesson learned. I have modified the strategy to keep it profitable in equity despite the higher transactio…
Thanks for your inputs @ramatius
Will keep your suggestions in min.
@krishnanm2006 I used the data from 2013 to 2016 from kite. out of sample testing was done on data from 2017.
I developed a trading strategy using historical Nifty 100 stocks Equity data. The strategy used several indicators requiring OHLC values. The strategy had a Sharpe of 3 + in backtests. Once I started implementing it in Futures it was underperforming…
@batbark interesting to know that you are exploring pandas, quandl & zipline for algo trading. I am at the same stage right now. I am using Datacamp to learn Pandas and trying to learn zipline on my own. I was thinking that I should learn zipli…
