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simple-backtester's Introduction

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Simple Backtester Build Status

A very simple backtesting application for OHLC data (range bars)

License:

MIT

Features

  • cross platform
  • chart and text report

Chart report Text report Artefacts

Usage

Data as CSV files

  • minimal required columns:
    • timestamp - unix seconds or milliseconds
    • mid or close - last price
  • additional columns (nice-to-have):
    • bid - last bid/buy price
    • ask - last ask/sell price

Strategy

Write strategy that implements interface IStrategy, see example ones

Configuration

Configure app via json file, see example appsettings.json

Pull Requests are welcome!

Available for help

I do consulting, please don't hesitate to contact me if you have a custom solution you would like me to implement (web, [email protected])

Donations gratefully accepted.

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simple-backtester's People

Contributors

marfusios avatar

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