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SuperFast SuperTrend

  • Learn how to design and unit test a streaming indicator that processes data in a single pass and updates with each new data point. We will use the streaming SuperTrend indicator as our example, making it the fastest SuperTrend ever built in Python!

  • Due to the GIL, most Python operations use only one core. Learn how to work around this limitation and build an indicator that uses all available cores!

  • Learn how to design a proper backtesting pipeline. We will discuss and implement four different designs, ranging from the most modular and flexible to the fastest. As the cherry on top, we will perform 67,200 SuperTrend backtests in just one second!

  • Example: Sharpe by parameter combination rolled over data

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