Ultimate Algorithmic Trading System

entryPrice,fileList,entryPrice,entryQuant,exitQuant =
([] for i in range(5))
#exitPrice = list()
currentPrice,totComms,barsSinceEntry = 0
numRuns,myBPV,allowPyra,curShares = 0
#------------------------------------------------------------
#End of Lists and Variables
#------------------------------------------------------------
alist, blist, clist, dlist, elist = ([] for i in range(5))
The first line of code creates five different lists using an implicit for loop, a one-liner
for loop. You are probably starting to see the magic of Python.
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USING PYTHON TO BACKTEST YOUR ALGORITHM
Data Import and Configuration and Portfolio Setup The list of data class
objects are assigned whatever is returned by the function getData(). When the PSB
is launched, one of the first things it asks the user is to pick some data (commodity,
equities, or index prices). The getData function handles the creation of an Open
File dialog, the selection of data files, and determining the market specifications
for each file selected. The following is the complete listing of the function’s source
broken down into easily explainable components.
#------------------------------------------------------------
#Get the raw data and its associated attributes
[pointvalue,symbol,tickvalue]
#Read a csv file that has at least D,O,H,L,C - V and OpInt
are optional
#Set up a portfolio of multiple markets
#------------------------------------------------------------
dataClassList = getData()
numMarkets = len(dataClassList)
portfolio = portfolioClass()
import csv
import tkinter as tk
import os.path
from marketDataClass import marketDataClass
from dataMasterLists import commName, bigPtVal, minMove
from tkinter.filedialog import askopenfilenames
from equityDataClass import equityClassdataClassList = list()
fileName = "c:\PBS\dataMaster.csv"
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