Index

A

Action (class in optimus.backtesting.selection) adxr() (optimus.backtesting.indicator.Indicator method) all() (optimus.backtesting.indicator.Indicator method) allocation() (optimus.backtesting.portfolio.Portfolio method) atr() (optimus.backtesting.indicator.Indicator method)

average_daily_turnover() (optimus.backtesting.indicator.Indicator method) average_losing_trade() (optimus.backtesting.performance.Performance property) average_number_of_bars_in_losers() (optimus.backtesting.performance.Performance property) average_number_of_bars_in_winners() (optimus.backtesting.performance.Performance property) average_trade() (optimus.backtesting.performance.Performance property) average_winning_trade() (optimus.backtesting.performance.Performance property)

B

backtest_test_set() (optimus.backtesting.walk_forward.WalkForward method) backtest_train_set_complete() (optimus.backtesting.walk_forward.WalkForward method) backtest_train_set_prioritized() (optimus.backtesting.walk_forward.WalkForward method) biggest_drop() (optimus.backtesting.indicator.Indicator method)

bollinger_band() (optimus.backtesting.indicator.Indicator method) brokerage_fee() (optimus.backtesting.portfolio.Portfolio property) BUY (optimus.backtesting.selection.Action attribute) buy() (optimus.backtesting.portfolio.Portfolio method)

C

calculate_commission() (optimus.backtesting.portfolio.Portfolio method) calculate_position_size() (optimus.backtesting.portfolio.Portfolio method) candle_bearish_abandoned_baby() (optimus.backtesting.indicator.Indicator method) candle_bearish_engulfing() (optimus.backtesting.indicator.Indicator method) candle_bearish_harami() (optimus.backtesting.indicator.Indicator method) candle_bullish_abandoned_baby() (optimus.backtesting.indicator.Indicator method) candle_bullish_engulfing() (optimus.backtesting.indicator.Indicator method) candle_bullish_harami() (optimus.backtesting.indicator.Indicator method) candle_evening_star() (optimus.backtesting.indicator.Indicator method)

candle_hammer() (optimus.backtesting.indicator.Indicator method) candle_hanging_man() (optimus.backtesting.indicator.Indicator method) candle_morning_star() (optimus.backtesting.indicator.Indicator method) capital() (optimus.backtesting.portfolio.Portfolio property) CL (optimus.backtesting.selection.Reason attribute) clear() (optimus.backtesting.portfolio.Portfolio method) commission() (optimus.backtesting.portfolio.Portfolio property) CORE_EQUITY (optimus.backtesting.selection.EquityModel attribute) cut_loss() (optimus.backtesting.portfolio.Portfolio property)

D

df() (optimus.backtesting.data.Universe property) df_multi_period() (optimus.backtesting.data.Universe method)

df_period_shifting() (optimus.backtesting.data.Universe method) donchian_channels() (optimus.backtesting.indicator.Indicator method)

E

ema() (optimus.backtesting.indicator.Indicator method) ENTRY (optimus.backtesting.selection.Reason attribute)

EQUAL_UNIT (optimus.backtesting.selection.PositionSizing attribute) EquityModel (class in optimus.backtesting.selection) EXIT (optimus.backtesting.selection.Reason attribute)

F

fibonacci_pullback() (optimus.backtesting.indicator.Indicator method) fractal() (optimus.backtesting.indicator.Indicator method)

fractal_breakout() (optimus.backtesting.indicator.Indicator method) free() (optimus.backtesting.portfolio.Portfolio method)

G

gainer_loser() (optimus.backtesting.indicator.Indicator method) generate_all_files() (optimus.backtesting.performance.Performance method) get_equity() (optimus.backtesting.portfolio.Portfolio method)

get_TA() (optimus.backtesting.tick_data.TickData method) get_timeframe() (optimus.backtesting.tick_data.TickData method) gross_loss() (optimus.backtesting.performance.Performance property) gross_profit() (optimus.backtesting.performance.Performance property)

H

high_low() (optimus.backtesting.indicator.Indicator method)

hma() (optimus.backtesting.indicator.Indicator method) holding() (optimus.backtesting.portfolio.Portfolio method)

I

Indicator (class in optimus.backtesting.indicator)

INDICES (optimus.backtesting.selection.UniverseSelection attribute) initial_capital() (optimus.backtesting.portfolio.Portfolio property)

K

keltner() (optimus.backtesting.indicator.Indicator method)

L

largest_losing_trade() (optimus.backtesting.performance.Performance property) largest_winning_trade() (optimus.backtesting.performance.Performance property)

length() (optimus.backtesting.indicator.Indicator method) list() (optimus.backtesting.portfolio.Portfolio method)

M

macd() (optimus.backtesting.indicator.Indicator method) max_daily_drawdown() (optimus.backtesting.performance.Performance property) maximum_intraday_drawdown() (optimus.backtesting.performance.Performance property) maximum_intraday_profit() (optimus.backtesting.performance.Performance property) module optimus optimus.backtesting optimus.backtesting.data optimus.backtesting.indicator optimus.backtesting.performance optimus.backtesting.portfolio optimus.backtesting.selection optimus.backtesting.tick_data optimus.backtesting.walk_forward

momentum() (optimus.backtesting.indicator.Indicator method)

N

net_profit() (optimus.backtesting.performance.Performance property)

number_losing_trades() (optimus.backtesting.performance.Performance property) number_winning_trades() (optimus.backtesting.performance.Performance property)

O

objective_function() (optimus.backtesting.performance.Performance method) objective_to_csv() (optimus.backtesting.performance.Performance method) on_balance_volume() (optimus.backtesting.indicator.Indicator method) optimus module optimus.backtesting module optimus.backtesting.data module optimus.backtesting.indicator module

optimus.backtesting.performance module optimus.backtesting.portfolio module optimus.backtesting.selection module optimus.backtesting.tick_data module optimus.backtesting.walk_forward module

P

parabolic_sar() (optimus.backtesting.indicator.Indicator method) percent_profitable() (optimus.backtesting.performance.Performance property) PERCENT_RISK (optimus.backtesting.selection.PositionSizing attribute) PERCENT_VOLATILITY (optimus.backtesting.selection.PositionSizing attribute) percentage_change() (optimus.backtesting.indicator.Indicator method) Performance (class in optimus.backtesting.performance) performance_metric() (optimus.backtesting.performance.Performance method) performance_to_csv() (optimus.backtesting.performance.Performance method) pivot() (optimus.backtesting.indicator.Indicator method)

plot_heatmap() (optimus.backtesting.data.Universe method) plot_objective_function() (optimus.backtesting.performance.Performance method) plot_performance_metric() (optimus.backtesting.performance.Performance method) Portfolio (class in optimus.backtesting.portfolio) portfolio_value() (optimus.backtesting.portfolio.Portfolio method) PositionSizing (class in optimus.backtesting.selection) profit_factor() (optimus.backtesting.performance.Performance property) prom() (optimus.backtesting.performance.Performance property) prom_less() (optimus.backtesting.performance.Performance property)

R

ratio_average_win_over_average_loss() (optimus.backtesting.performance.Performance property) Reason (class in optimus.backtesting.selection) REDUCED_TOTAL_EQUITY (optimus.backtesting.selection.EquityModel attribute)

resample() (optimus.backtesting.tick_data.TickData method) roc() (optimus.backtesting.indicator.Indicator method) rsi() (optimus.backtesting.indicator.Indicator method)

S

SELL (optimus.backtesting.selection.Action attribute) sell() (optimus.backtesting.portfolio.Portfolio method) set_cut_loss_price() (optimus.backtesting.portfolio.Portfolio method) sharpe_ratio() (optimus.backtesting.performance.Performance property) size() (optimus.backtesting.portfolio.Portfolio property) sma() (optimus.backtesting.indicator.Indicator method)

sma_ema() (optimus.backtesting.indicator.Indicator method) smart_money() (optimus.backtesting.indicator.Indicator method) smma() (optimus.backtesting.indicator.Indicator method) sqn() (optimus.backtesting.performance.Performance property) stc() (optimus.backtesting.indicator.Indicator method) stochastic() (optimus.backtesting.indicator.Indicator method) STOCKS (optimus.backtesting.selection.UniverseSelection attribute)

T

take_profit() (optimus.backtesting.portfolio.Portfolio property) TickData (class in optimus.backtesting.tick_data) TOTAL_EQUITY (optimus.backtesting.selection.EquityModel attribute) total_number_of_trades() (optimus.backtesting.performance.Performance property)

TP (optimus.backtesting.selection.Reason attribute) transactions() (optimus.backtesting.portfolio.Portfolio property) transactions_to_csv() (optimus.backtesting.performance.Performance method) trend() (optimus.backtesting.indicator.Indicator method)

U

Universe (class in optimus.backtesting.data)

UniverseSelection (class in optimus.backtesting.selection)

V

vma() (optimus.backtesting.indicator.Indicator method)

volume_average() (optimus.backtesting.indicator.Indicator method)

W

WalkForward (class in optimus.backtesting.walk_forward)

WARRANTS (optimus.backtesting.selection.UniverseSelection attribute) wma() (optimus.backtesting.indicator.Indicator method)

Y

ytd_change() (optimus.backtesting.indicator.Indicator method)