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SuperFast SuperTrend

  • Learn how to design and unit test a streaming indicator that passes across the data only once and gets updated with every new data point. We'll take the streaming SuperTrend indicator as an example, which makes it the fastest SuperTrend ever built in Python!

  • Because of the GIL, most things in Python utilize only one core. Learn how to circumvent the lock and make an indicator to utilize all cores!

  • Learn how to properly design a backtesting pipeline. We'll discuss and implement 4 different designs: from the most modular and flexible to the fastest one. As the 🍒 on the cake, we'll perform 67,200 backtests on SuperTrend in just one second!

  • Example: Sharpe by parameter combination rolled over data

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