Tutorials

SuperFast SuperTrend

Build and backtest a streaming, multithreaded SuperTrend indicator

✅ 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!

Topics

SuperTrend

Build the fastest SuperTrend indicator in Python

Streaming

Learn how to build a streaming SuperTrend indicator using VectorBT PRO

Multithreading

Learn how to parallelize a SuperTrend indicator using VectorBT PRO

Pipelines

Learn how to backtest a SuperTrend indicator using VectorBT PRO

Basic RSI strategy

Backtest a complete RSI strategy from signals to performance

Signal development

Develop, clean, rank, and validate trading signals

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