data['SMA_20'] = data['Close'].rolling(20).mean() data['BB_upper'] = data['SMA_20'] + (data['Close'].rolling(20).std() * 2) data['BB_lower'] = data['SMA_20'] - (data['Close'].rolling(20).std() * 2)
on a "blind" period to see if the bot could actually survive. The first results were a disaster—the bot was "overfitting," memorizing the past but failing to predict the future. Leo stayed up until 3 AM, tuning the Hyperparameters . He added a Risk Management Algorithmic Trading A-Z with Python- Machine Le...
Python has become the backbone of quantitative finance due to its extensive ecosystem of scientific libraries: data['SMA_20'] = data['Close']
import backtrader as bt