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Can backtesting.py be used to back test a long only strategy which switches between different equities #60

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tridgeway176 opened this issue May 2, 2020 · 2 comments
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Can backtesting.py be used to back test a long only strategy which switches between different equities #60

tridgeway176 opened this issue May 2, 2020 · 2 comments
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@tridgeway176
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Expected Behavior

From a basket of equities the strategy buys the equity at 100% with best momentum.
If the equity with best momentum changes the previously equity is sold and fully invested in the equity with best momentum.
@kernc
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kernc commented May 2, 2020

No. Unfortunately, backtesting.py only supports testing on a single equity at a time. For your use case, maybe try bt and its bt.algos.SelectMomentum.

@kernc kernc added the question Not a bug, but a FAQ entry label May 2, 2020
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kernc commented Jul 15, 2020

Duplicate of issue #20.

@kernc kernc closed this as completed Jul 15, 2020
@kernc kernc added the duplicate This issue or pull request already exists label Jul 15, 2020
@kernc kernc removed the question Not a bug, but a FAQ entry label Feb 19, 2025
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