How to Backtest a Trading Strategy with Python and EODHD API

Short summary

Learn to backtest trading strategies in Python using EODHD's adjusted historical data API. The tutorial covers SMA crossover and RSI mean-reversion strategies, emphasizing how dividend-adjusted prices prevent false signals and ghost trades. Includes runnable scripts for data fetching, strategy implementation, and comprehensive performance metrics including Sharpe ratio, max drawdown, and win rate.

• •Use adjusted OHLCV data from EODHD to prevent false signals from stock splits and dividends
• •SMA crossover and RSI mean-reversion strategies with working Python code examples
• •Calculate performance metrics: Sharpe ratio, max drawdown, win rate; prevent look-ahead bias

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