backtrader

What problem does it solve?

This Skill provides a robust framework for event-driven backtesting, enabling the simulation of complex trading strategies with bar-by-bar execution, realistic order types, and detailed performance analysis.

Core Features & Use Cases

• Event-Driven Simulation: Processes data bar-by-bar for realistic trade execution, handling partial fills and order status changes.
• Complex Order Types: Supports market, limit, stop, stop-limit, and bracket orders.
• Advanced Analysis: Integrates multiple analyzers for metrics like Sharpe Ratio, Drawdowns, and Trade Statistics.
• Use Case: Develop and rigorously test a high-frequency trading strategy that requires precise order execution logic and real-time risk management, simulating its performance against historical market data.

Quick Start

Run the backtrader skill to execute the EMA crossover backtest script with default parameters.