Backtesting Buddha Time Compression Strategy: Index Inside Bar Strategy

Backtesting Index Inside Bar Intraday Strategy Using Python

Let’s start by importing index_ib.csv file which was shared in the earlier chapter. It contains all the dates when the NIFTY and BankNIFTY Index exhibited the Inside Bar Pattern from 2015 to today.

In case You have gone through the course on Coding Time Compression Scanners that shows how to scan the stocks for these bars from Stratch, Please save the database to the same format and if needed add a fake column entry to adjust with the following tutorial –

Initialize the Database

df = pd.read_csv("/root/apps/trident/index_ib.csv")
df

The output will be –

date	symbol	marketcapname	sector
0	01-12-2015	NIFTYFINSERVICE	Smallcap	Indices
1	01-12-2015	BANKNIFTY	Smallcap	Indices
2	07-12-2015	NIFTYFINSERVICE	Smallcap	Indices
3	10-12-2015	NIFTY	Smallcap	Indices
4	10-12-2015	NIFTYFINSERVICE	Smallcap	Indices
...	...	...	...	...
558	31-07-2023	BANKNIFTY	Smallcap	Indices
559	04-08-2023	NIFTYFINSERVICE	Smallcap	Indices
560	07-08-2023	BANKNIFTY	Smallcap	Indices
561	10-08-2023	NIFTY	Smallcap	Indices
562	17-08-2023	NIFTY	Smallcap	Indices
563 rows × 4 columns

Note that the uploaded files are sometimes updated with new files with current data. So, You may see a slightly different format or more amount of data. Nothing to worry about.