Bokeh Application

Available Analyzer Results

Sharpe-Ratio

Value

Sharpe-Ratio

-6.16929439

Strategy Metadata Overview

Strategy: MyStrategy

No parameters

Observer: Broker

Name

Value

fund

None

Observer: Trades - Net Profit/Loss

Name

Value

pnlcomm

True

Analyzer: SharpeRatio [Analysis Table]

Name

Value

timeframe

Year

compression

riskfreerate

0.01

factor

None

convertrate

True

annualize

False

stddev_sample

False

daysfactor

None

legacyannual

False

fund

None

Indicator: SMA@orcl-1995-2014

Name

Value

period

Indicator: SMA@orcl-1995-2014

Name

Value

period

Indicator: RSI@orcl-1995-2014

Name

Value

period

movav

SmoothedMovingAverage

upperband

70.00

lowerband

30.00

safediv

False

safehigh

100.00

safelow

50.00

lookback

Data Feed: orcl-1995-2014-YahooFinanceCSVData

Name

Value

DataName:

datas/orcl-1995-2014.txt

Timezone:

None

Live:

Length:

291

Granularity:

1 Day

Resample:

Replay:

Time From:

2000-01-01 00:00:00

Time To:

2001-02-28 00:00:00

Source Code

class MyStrategy(bt.Strategy): def __init__(self): sma1 = bt.indicators.SMA(period=11, subplot=True) bt.indicators.SMA(period=17, plotmaster=sma1) bt.indicators.RSI() def next(self): pos = len(self.data) if pos == 45 or pos == 145: self.buy(self.datas[0], size=None) if pos == 116 or pos == 215: self.sell(self.datas[0], size=None)

Plots

Analyzers

Metadata

Source Code

Backtest