I'm using this notebook as part of my workflow. Wanted to share with the community the functions I'm using and a part of my backtesting process.
Feel free to do pull requests.
- A process to optimize a working strategy for the best timeframe / filters / protections / blacklists
- Functions for parallel backtesting, parsing backtesting output (monthly breakdown, worst pairs, best result, summary), updating strategy json file, etc
- Timeframes for an UP/DOWN/SIDE/FULL/SINCE_2021/SINCE_START_OF_YEAR market scenario