backtesting.py

[dbogatic]

Hello,
I have a question, just to make sure, regarding backtesting.py data when fitting the model. Is it taking into account overfitting and look ahead bias? Thank you for the hard work and for making this available to the public!

Dragan

[kernc]

What do you mean by fitting the model? Backtesting.py itself doesn't fit, nor prevent overfitting to, any data. As long as none of your "indicators" (wrapped in Strategy.I) have lookahead bias, you're probably safe.

[dbogatic]

Thank you for responding.