/ex_backtest

A library for back-testing strategies in trading.

Primary LanguageElixir

ExBacktest

For running the examples:

> iex -S mix

ExBacktest.Example.SmaCrossover.run()

It will open a browser and will show something like this:

image

Before running the examples you need to have some OHLCV files. There is a repo for Binance data here (https://github.com/benyblack/BinanceDataset/releases/)

For chart I am using Bokeh in python. If you check the python file in priv folder it needs some libraries in Pyhton which have to be installed via PIP.

pip install numpy bokeh

Also, I use talib as my indicator library in Elixir.

The docs can be found at https://hexdocs.pm/ex_backtest.