Compare return results of multiple strategies
With the same strategy using a simple moving average indicator, you also conducted a strategy optimization by varying the lookback periods of the moving average indicator from 30 to 50 days. You backtested both strategies using the Google stock historical price data from 2017 to 2020. Now you are about to compare the backtest results.
The bt
backtest results of both strategies have been provided in bt_results
and are ready to use.
This exercise is part of the course
Financial Trading in Python
Hands-on interactive exercise
Have a go at this exercise by completing this sample code.
# Plot the backtest result
____(title='Backtest result')
plt.show()
# Get the lookback returns
lookback_returns = ____
print(lookback_returns)