Index

B

Backtest (class in backtesting.backtesting) backtesting module backtesting.backtesting module

backtesting.lib module barssince() (in module backtesting.lib) buy() (backtesting.backtesting.Strategy method)

C

cancel() (backtesting.backtesting.Order method) close() (backtesting.backtesting.Position method) (backtesting.backtesting.Trade method)

closed_trades (backtesting.backtesting.Strategy property) compute_stats() (in module backtesting.lib) cross() (in module backtesting.lib) crossover() (in module backtesting.lib)

D

data (backtesting.backtesting.Strategy property)

E

entry_bar (backtesting.backtesting.Trade property) entry_price (backtesting.backtesting.Trade property) entry_time (backtesting.backtesting.Trade property)

equity (backtesting.backtesting.Strategy property) exit_bar (backtesting.backtesting.Trade property) exit_price (backtesting.backtesting.Trade property) exit_time (backtesting.backtesting.Trade property)

I

I() (backtesting.backtesting.Strategy method) init() (backtesting.backtesting.Strategy method) (backtesting.lib.TrailingStrategy method) is_contingent (backtesting.backtesting.Order property) is_long (backtesting.backtesting.Order property) (backtesting.backtesting.Position property) (backtesting.backtesting.Trade property)

is_short (backtesting.backtesting.Order property) (backtesting.backtesting.Position property) (backtesting.backtesting.Trade property)

L

limit (backtesting.backtesting.Order property)

M

module backtesting backtesting.backtesting backtesting.lib

N

next() (backtesting.backtesting.Strategy method) (backtesting.lib.SignalStrategy method) (backtesting.lib.TrailingStrategy method)

O

OHLCV_AGG (in module backtesting.lib) optimize() (backtesting.backtesting.Backtest method)

Order (class in backtesting.backtesting) orders (backtesting.backtesting.Strategy property)

P

parent_trade (backtesting.backtesting.Order property) pl (backtesting.backtesting.Position property) (backtesting.backtesting.Trade property) pl_pct (backtesting.backtesting.Position property) (backtesting.backtesting.Trade property)

plot() (backtesting.backtesting.Backtest method) plot_heatmaps() (in module backtesting.lib) position (backtesting.backtesting.Strategy property) Position (class in backtesting.backtesting)

Q

quantile() (in module backtesting.lib)

R

random_ohlc_data() (in module backtesting.lib)

resample_apply() (in module backtesting.lib) run() (backtesting.backtesting.Backtest method)

S

sell() (backtesting.backtesting.Strategy method) set_atr_periods() (backtesting.lib.TrailingStrategy method) set_signal() (backtesting.lib.SignalStrategy method) set_trailing_sl() (backtesting.lib.TrailingStrategy method) SignalStrategy (class in backtesting.lib) size (backtesting.backtesting.Order property) (backtesting.backtesting.Position property) (backtesting.backtesting.Trade property)

sl (backtesting.backtesting.Order property) (backtesting.backtesting.Trade property) stop (backtesting.backtesting.Order property) Strategy (class in backtesting.backtesting)

T

tag (backtesting.backtesting.Order property) (backtesting.backtesting.Trade property) tp (backtesting.backtesting.Order property) (backtesting.backtesting.Trade property)

Trade (class in backtesting.backtesting) trades (backtesting.backtesting.Strategy property) TRADES_AGG (in module backtesting.lib) TrailingStrategy (class in backtesting.lib)

V

value (backtesting.backtesting.Trade property)