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Intermediate

Building a Backtesting Engine Using Python and Backtrader

A hands-on build course for traders and aspiring quants who have outgrown spreadsheet and pandas one-liner backtests. You will assemble a complete event-driven backtesting engine on Backtrader: Indian data feeds from CSV and pandas, strategies with proper order handling, commission schemes that reproduce a real Zerodha contract note (brokerage, STT, exchange charges, SEBI fees, GST and stamp duty), slippage and volume rules, position sizers, and NSE futures with lot sizes and margin. You then measure results with built-in and custom analyzers, benchmark against the Nifty 50 TRI, and pressure-test every edge with parameter optimisation, walk-forward splits and Monte Carlo resampling. The course ends with a full momentum rotation backtest on Nifty 50 stocks and a clear map of what changes when a backtest moves toward paper and live trading under SEBI's retail algo framework. Built for quant analyst aspirants, prop desk applicants and systematising traders who can already write basic Python.

BacktraderEvent-Driven BacktestingData Feeds and ResamplingStrategy Lifecycle and OrdersCustom IndicatorsIndian Transaction CostsSlippage and Fill ModellingPosition SizingNSE Futures BacktestingPerformance AnalyzersParameter OptimisationWalk-Forward TestingMonte Carlo Resampling

MODULES

6

DURATION

4 Hours

TRACK

Algorithmic Trading

What You'll Master

Explain when an event-driven engine beats a vectorised pandas backtest, and why Backtrader is built the way it is

Load, clean and resample NSE daily and intraday data, including corporate actions, holidays and multiple stocks at once

Write strategies with correct order handling, custom indicators and no look-ahead bias

Model every line of an Indian contract note, plus slippage and volume limits, so backtest P&L matches what your broker would show

Size positions with fixed, percentage and risk-based sizers, and backtest NSE futures with lot sizes and margin

Measure returns, Sharpe, drawdown and trade statistics with analyzers, and benchmark fairly against the Nifty 50 TRI

Separate a real edge from curve fitting using optimisation, walk-forward testing and Monte Carlo resampling

Build a complete Nifty 50 momentum rotation backtest and know exactly what changes on the road to live trading

Access Level

LEARNER

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Everything included

Full Text Playbooks

Actionable Exercises

Mobile Reading Mode

Lifetime Updates

Curriculum Breakdown

Chapter 1: Foundations of an Event-Driven Engine

4 Lessons

Why Backtrader: Event-Driven vs Vectorised Backtesting11 min read

Installing Backtrader and Setting Up a Backtesting Project12 min read

Inside Backtrader: Cerebro, Data Feeds, Strategies, Brokers and Analyzers12 min read

Your First Backtest: Buy and Hold Nifty BeES in 30 Lines12 min read

Chapter 2: Data Feeds for Indian Markets

4 Lessons

Loading NSE Daily Data From CSV Files and pandas DataFrames12 min read

Cleaning Indian Market Data: Corporate Actions, Holidays and Missing Bars13 min read

Intraday Data, NSE Session Times and Resampling Timeframes12 min read

Multiple Data Feeds: Running One Strategy Across a Nifty 50 Watchlist12 min read

Chapter 3: Writing Strategies

5 Lessons

The Strategy Lifecycle: init, next, notify_order and notify_trade12 min read

Indicators in Backtrader: Built-ins, Line Arithmetic and Custom Indicators13 min read

Coding a Moving Average Crossover on Nifty 50 Stocks13 min read

Orders in Depth: Market, Limit, Stop and Bracket Orders13 min read

Avoiding Look-Ahead Bias Inside Your Strategy Code11 min read

Chapter 4: Realistic Execution for Indian Traders

4 Lessons

Modelling Indian Transaction Costs: Brokerage, STT, Exchange Charges, GST and Stamp Duty14 min read

Slippage, Fill Rules and Volume Constraints12 min read

Position Sizing With Sizers: Fixed, Percent of Capital and Risk-Based12 min read

Backtesting NSE Futures: Lot Sizes, Margin and Continuous Contracts14 min read

Chapter 5: Measuring What Happened

3 Lessons

Analyzers: Returns, Sharpe Ratio, Drawdown and Trade Statistics12 min read

Writing a Custom Analyzer and Exporting a Trade Log12 min read

Plotting Results and Benchmarking Against the Nifty 50 TRI12 min read

Chapter 6: Optimisation, Robustness and the Capstone

5 Lessons

Parameter Optimisation With optstrategy and Multiprocessing13 min read

Walk-Forward Testing: In-Sample and Out-of-Sample Splits13 min read

Monte Carlo Resampling: How Lucky Was Your Equity Curve12 min read

Capstone: A Complete Nifty 50 Momentum Rotation Backtest15 min read

From Backtest to Paper Trading: Where Backtrader Stops and Kite Connect Begins12 min read