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backtrader

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Event-driven backtesting with bar-by-bar execution, complex order types, multiple analyzers, and custom indicators

skills/backtrader/SKILL.md

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# Backtrader

Backtrader is a Python event-driven backtesting framework that processes data bar-by-bar, simulating realistic execution with a built-in broker, order management, and position tracking. Unlike vectorized frameworks (vectorbt, pandas), backtrader walks through history one bar at a time, firing callbacks that let you implement complex order logic that depends on previous fills, partial executions, and conditional brackets.

## Event-Driven vs Vectorized

| Aspect | Backtrader (event-driven) | vectorbt (vectorized) |
|---|---|---|
| Execution model | Bar-by-bar callbacks | Whole-array operations |
| Speed | Slower (Python loop) | Fast (NumPy/Numba) |
| Order types | Market, limit, stop, stop-limit, bracket, OCO | Market only (native) |
| Realism | Built-in broker with commission, slippage, margin | Manual slippage modeling |
| Multi-timeframe | Native resampledata | Manual alignment |
| Best for | Complex strategies, bracket orders, portfolio | Fast parameter sweeps, simple signals |
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