Search - Backtrader Documentation

Skip to content

Language / 语言:English|中文

Backtrader Documentation

Getting Started

Installation Guide
Quick Start Tutorial

User Guide

Basic Concepts
Data Feeds
Trading Strategies
Indicators
Analyzers
Observers
Brokers and Orders
Plotting
Parameter Optimization Guide
Frequently Asked Questions

Advanced Topics

TS (Time Series) Mode Guide
Ensure preload=True
Indicators must implement once() for speedup
Verify TS mode produces same results as standard mode
CS (Cross-Section) Mode Guide
Verify CS mode actually helps your specific strategy
Ensure all data feeds have same datetime index
Verify ranking is stable
CS mode shines with 10+ assets
Multi-Strategy Backtesting
Performance Optimization
Performance Analysis and Profiling
Data Acquisition Guide
Architecture Overview
Line System
Phase System
Post-Metaclass Design
CTP Live Trading

Tutorials

Complete Strategy Development Tutorial
Jupyter Notebook Guide for Backtrader
Strategy Examples Library
Common Patterns Cookbook

Strategy Series

The Strategy Compendium: 1,152 Backtested Strategies, Explained
Trend Following: From the Golden Cross to Hidden Markov Models
Mean Reversion: Connors RSI2, Double 7s, and 331 Ways to Buy Fear
Momentum: One Switch, One Ranking, One Anchor
Price Patterns: Engulfing Candles, NR7 Days, and Darvas Boxes
Gaps, Calendars, and Kelly: Where the “Miscellaneous” Drawer Keeps the Good Stuff
Volatility Systems: HMM Regimes, Asymmetric Sigma, and Ehlers’ Signal Processing
Multi-Indicator Systems: Voting, Scoring, and the MQL5 Wizard Way
Calendar Effects: Sell in May, Turn of Month, and the FOMC Drill
The Misc Drawer: TD Sequential, the Pinkfish Challenge, and the Foundation Tests
Asset Allocation: 60/40, the Permanent Portfolio, and CPPI Insurance
Pairs Trading: Gold/Silver Z-Scores, Kalman Betas, and Copulas
Machine Learning Strategies: Scores, Clusters, and Pseudo-Q Values
Macro at the Desk: COT Positioning, Real Rates, and a Three-Factor FX Model
Risk Management Strategies: Vol Targeting, Tiered Drawdown Protection, and Crisis Hedges
Breakout Strategies: From Turtle Rules to Dual Thrust and R-Breaker
Volatility Channels: Keltner, SuperTrend, and the Chandelier Exit — ATR’s Hundred Uses
Classic Single-Indicator Strategies: Williams %R, Stochastic KD, TRIX, and the Ultimate Oscillator
Grids and Martingale: The Mathematics and Discipline of Averaging
Volume Systems: VWMA Slopes and Ergodic Tick Volume — Price-Volume Experiments
Time-Session Systems: Night Channels and Open-Time Shorts — the Clock as a Signal
Owning the Clock: Timers, Resampling, and Data Replay
The Misfits: ETF Rotation, Calendar-Spread Arbitrage, and Strategies No School Claims
Rotation: Monthly Rankings Turn Momentum into a Portfolio Game
Pivot Points and Fibonacci: The Numbers Every Intraday Trader Watches
Order Types in Action: Brackets, OCO, and Risk Management Written into the Order Book
Options Strategies: Expiration-Week Drift and the Art of Collecting Premium
Advanced Framework Patterns: Optimization, Signals, and Multi-Data — From Writing Strategies to Wielding One
Sentiment Strategies: Fear & Greed, Put/Call, and VIX — Buffett’s Maxim, Quantified
Carry Trading: The Science of Picking Up Yield — and the 2008 Steamroller
Forecasting Strategies: ARIMA and the Discipline of Guessing Direction

API Reference

backtrader package
backtrader.analyzers package
backtrader.feeds package
backtrader.indicators package
backtrader.brokers package
- backtrader.brokers.bbroker module
backtrader.observers package
backtrader.sizers package
- backtrader.sizers.fixedsize module
- backtrader.sizers.percents_sizer module
backtrader.stores package
- backtrader.stores.vchartfile module

Migration

Migration Guide from Original Backtrader
Backtrader Upgrade Guide

Developer Guide

Developer Guide
Development Setup
Testing Guide
Code Style Guide
Contributing to Backtrader
Release Workflow Guide

Support

Frequently Asked Questions (FAQ)
Troubleshooting Guide

Back to top

Made with Furo

Last updated on 2026-09-21 04:27:37