shortthirdman / TradingStrategies

Implementing Trading Strategies in Python

Trading Strategies

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Guides and References

• Volume Spread Analysis (VSA) Strategy: Quantifying Market Action for Trading Signals with Rolling Backtesting

• Dynamic Trend Capture: Rolling Backtest of Polynomial Channel Breakout Strategy with Adaptive Trailing Stops

• Trend-Volatility Confluence Trading Strategy

• Evaluating Adaptive Kalman Filter Strategy Consistency with Rolling Backtests

• VWAP Anchored Breakout Strategy: A Backtrader Implementation and Rolling Backtest

• Butterworth Digital Filter for Trading? Backtesting with Python and Backtrader

• An Ornstein-Uhlenbeck Mean-Reversion Strategy with Python and Backtrader

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