Ultimate Algorithmic Trading System

It works well on both Unix and Windows platforms. It includes a Python shell
window, which gives you access to the Python interactive mode. Before we can
start looking at the PSB, we need to learn a little bit about IDLE. So go ahead and
launch it through your Apps screen or Start menu. The Python Shell should now be
in front of you. Doesn’t look that special; it’s barebones in fact. This is by design to
keep the Python learning curve as a gradual incline.
A prompt, preceded by >>>, should now be blinking at you. Currently, the
Shell is in interactive mode—meaning that it wants you to give it a command. Type
4 + 6 and hit enter. The prompt now comes back with the answer—10. Now
type print(‘‘Hello World’’) and hit enter. The prompt comes back with Hello
World. Now type 100 ** 0.5 and hit enter. You should get the number 10.Now
type import this and hit enter. Your screen should be filled with the following:
170
USING PYTHON TO BACKTEST YOUR ALGORITHM
The Zen of Python, by Tim Peters
Beautiful is better than ugly.
Explicit is better than implicit.
Simple is better than complex.
Complex is better than complicated.
Flat is better than nested.
Sparse is better than dense.
Readability counts.
Special cases aren’t special enough to break the rules.
Although practicality beats purity.
Errors should never pass silently.
Unless explicitly silenced.
In the face of ambiguity, refuse the temptation to guess.
There should be one—and preferably only one—obvious way to do it.
Although that way may not be obvious at first unless you’re Dutch.
Now is better than never.
Although never is often better than *right* now.
If the implementation is hard to explain, it’s a bad idea.
If the implementation is easy to explain, it may be a good idea.
Namespaces are one honking great idea—let’s do more of those!
This is an ‘‘Easter egg’’ of a poem created by Python pioneer Tim Peters. Pretty cool,
huh? Some people live, eat, and breathe Python. You don’t need to go overboard to
get the benefits of learning a programming language such as Python.
You can now see why they call it an ‘‘interactive’’ shell. Let’s switch gears and
use IDLE as an IDE. Go under the File menu and select Open … and then navigate
your way to the PSB folder and open PSBBollinger. The file that opens is a trading
algorithm based once again on Bollinger Bands.
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