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Marfusios/simple-backtester

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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
  • integrated TradingView charting library

TradingView report Chart report Text report Artefacts

Usage

Data as CSV files

  • minimal required columns:
    • date and time, one of:
      • timestamp_unix - unix seconds or milliseconds
      • date or timestamp - human readable string parsed via DateTime.Parse()
    • 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, m@mkotas.cz)

Donations gratefully accepted.

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