backtesting.py
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Multiple models on one chart
Expected Behavior
Is there an elegant and simple way to visualize a few trading models plotted on 1 chart? In fact a lot of projects like mine are centered around comparing various models (and even groups of models), so that would be handy to have a sugary way around this process, so:
- individual models with notations on one chart
- a group of models trading on the same account each having a proportional share of the capital
Actual Behavior
works with just 1 model
If there was a visualization of multiple models readily available in the lib, what would you expect to see from it?
- curves of pnl
- some risk metrics of the portfolio like VaR and the ones we already have for single model tests
- some portfolio optimization library being easily connectable to test meta-parameters of a portfolio
Hi guys just wanted to know how to plot two models then on a graph. For instance PLUS_DI and MINUS_DI of the TA-Lib on one chart. Thank you @kernc
@Wihandebeer If you mean something like this, don't hijack issues.