backtest multiple strategies

Backtest all of these with https://www.backtrader.com/docu/quickstart/quickstart/.

Buy Strategies:

  • Buy the day's biggest losers with the highest P/E ratios (>100?). Sell the day's biggest gainers.
  • Buy the day's biggest losers with the highest get_slope() (one year back?).
  • Buy the day's biggest losers with the X from get_stats().
  • Check the strategies that come out of the box with backtrader.

Sell Strategies:

  • Of the stocks you hold, sell any of the day's biggest gainers that have exceeded X percentage gain over Y days.
Edited by Brian Mahlstedt