Backtesting Rayner Teos 1689% Bollinger Bands Trading Strategy in Python [Part II] - OVER 1K stocks

In this video we are testing the Bollinger Band Trading Strategy presented by Rayner Teo in Python applying it on 1000 stocks in the Russel 1000 Index.

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https://www.youtube.com/c/Algovibes/join

Part I:
https://youtu.be/mtgr9eMXmgU

My video on Bollinger Bands:
https://youtu.be/8PzQSgw0SpM

Rayners video: https://youtu.be/CxFv_EUY0ZA

Video on Python & SQL:
https://youtu.be/OjMDXTlVOYU

wikipedia string:
https://en.wikipedia.org/wiki/Russell_1000_Index

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Disclaimer: This video is not an investment advice and is for educational and entertainment purposes only!

00:00 - 00:42 Introduction/ Libs
00:42 - 02:00 Getting all Russell 1000 stock tickers
02:00 - 04:29 Storing Price data in a local Database (recommended)
04:29 - 06:08 How to access data from the DataBase
06:08 - 08:07 Setting up the Backtest (covered in Part I)
08:07 - 15:20 Backtesting all 1K stocks
15:20 - 16:00 Seemingly awesome results are not awesome
16:00 - 19:50 Getting rid of clusters / overlaps
19:50 - 22:30 Analyzing the strategy / amendments
22:30 - 22:49 Brain 🧠 lag (sorry)
22:49 - 24:34 win rate, mean profit, equity curve
24:34 - 25:51 Including tradings feeds (Net Profit)
25:51 - 27:06 The problem of excluding the 10 days condition
27:06 - 27:49 Summary / LIVE MARKET up next?!

#Python #Trading #Strategy #BollingerBands #RSI

Видео Backtesting Rayner Teos 1689% Bollinger Bands Trading Strategy in Python [Part II] - OVER 1K stocks канала Algovibes