Super Backtest

(Working title)

By Carlo Cruz

How to use

Terminal 1

1. cd StrategyExecutor
2. deno run dev

Terminal 2

1. cd ChartDisplay
2. npm i
3. npm run dev

Terminal 2 is only required if you want your strategy visualised.

Backtesting Framework

A backtesting framework that iterates through a set of candles.

• /StrategyExecutor
  • Contains all the strategies
• /ChartDisplay
  • Contains the software that visualises the strategy
  • Uses Night Vision
• /data/<strategy name>
  • Contains data required for visualisation of strategy
  • Mostly json files

Roadmap

• Optimisation
  • Add functionality that allows params to be passed in so that it can find the right balance
• Modularity
  • Make it more generic
• Fix no budget issue

Licenses

MIT License available