Backtesting

Discussion in 'Strategy Development' started by Abbas2018, Oct 31, 2018.

  1. Abbas2018

    Abbas2018

    Hello,

    I'm new to this forum. I've been trading for around a year now. I want to backtest some of my trading strategies. Essentially I want to:
    1) Select a set of stocks (US equites) from the universe of stocks that my requirements (basically a scanner for historic data)
    2) Get some data from different source from the source I would use in my first step (this is a must)
    I want to do my analysis on Python.
    So I'm looking to use Quandl for backtesting and scanning the universe of stocks, is this possible with Quandl? Can I scan and filter historic price action with Quandl data?
    The second data source will be pre-market data, so I need to combine the pre-market data with the quandl (after open) data and perform some smoothing techniques/paper trades.

    Is all this possible?

    Sorry for being a bit of a noob at this!

    Kind regards

    Abbas
     
  2. cafeole

    cafeole

    Have you looked into Quantopian?
     
  3. Abbas2018

    Abbas2018

    Thanks for the response, yes I have :) I've looked at pipeline, zipline and Quantopian's API etc. Just wondering if I could do it on Quandl. Is there a 'pipeline' equivalent for Quandl? Also it's hard to import different APIs (I'll obviously need to import a different API for pre-market data) on Quantopian's Jupyter notebook