How to find the OPTIMAL Stop Loss / Target Profit with Python for a Trading Strategy

In this video we are going over finding the best pair of Target profit and Stop Loss levels for a given Trading strategy with the example of a Simple moving average (SMA) crossover strategy. In the end we are doing some stuff like splitting data into training and testing to challenge the recommended parameters. I am working with Intraday Cryptocurrency data here but be invited to test on stocks and other timeframes as well!

Get the Notebook/Source code by becoming a Tier-3 Channel member:
   / @algovibes  

Comment your thoughts and leave a like if you enjoyed pls :-)

PREREQUISITES:
Pull cryptocurrency data:
   • Introduction To Automated Trading Wit...  

SMA explained in general:
   • Trading moving averages in Python - S...  

Iterative Backtesting:
   • INTRADAY Trading Strategy on CRYPTOcu...  

Calculate returns:
   • How To Calculate Stock Returns [Excel...  

Let me know if you need anything else! :-)

00:00 - 01:00 Introduction & libraries
01:00 - 01:49 Pulling Intraday crypto prices
01:49 - 06:00 SMA Crossover strategy
06:00 - 11:50 Iterative Backtest
11:50 - 14:22 Profit Calculation / trading fees
14:22 - 17:20 Refactoring for Optimization
17:20 -18:49 Stop Loss/Target Profit arrays
18:49 - 20:24 Finding best pair of SL/TP
20:24 - 21:45 Splitting the dataset (talk)
21:45 - 25:36 Splitting the dataset (code)


#python #trading #strategy