I made a dashboard for playing with candlestick patterns using Dash, TA-Lib and vectorbt

Here is the live app: https://candlestick-patterns.herokuapp.com/

Here is the code: https://github.com/polakowo/vectorbt/tree/master/apps/candlestick-pattern

It has following features:

  • Supports Yahoo! Finance tickers
  • Supports TA-Lib candlestick patterns
  • Allows to choose entry and exit patterns, and override candle settings
  • Allows to specify signals manually
  • Performs backtesting on selected signals using vectorbt
  • Visualizes OHLCV, signals, orders, trades and portfolio value using Plotly
  • Displays key performance metrics such as Sharpe ratio
  • Compares main strategy to holding and trading randomly
  • Responsive design using Dash Bootstrap Components

I made this dashboard to live up to the expectations that vectorbt makes possible creating reactive backtesting dashboards. The coolest feature is that it allows comparing any strategy with an arbitrary number of similar, randomly generated strategies (10-1000) in a matter of seconds to see the potential of this particular trading period. One can go further and integrate a running window to validate performance over time, but I wanted to keep things simple this time. Cheers.

Submitted September 26, 2020 at 04:17AM by plkwo
via https://ift.tt/2G8h99F

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