/Hi-Backtest

A backtest trading strategies project.

Primary LanguagePythonMIT LicenseMIT

Hi-Backtest

Just a backtest trading strategies project.

Table of contents

Environment Setup

pip install pipenv
pipenv shell
pipenv install

Then, you can run the src/main.py

python src/main.py

Get Historical Data

  1. Refer to Binance's symbol and time period
  2. Modify the paramters (symbol and time) @ src/utils/download_latest_binance_data.py
  3. Run the python file 
    python  src/utils/download_latest_binance_data.py
  4. You get the historical data @ src/data/

Strategies

Name Description
SMA + EMA + RSI (SMAEMAWithRSI) Refer to the DMA (Double Moving Average) System. Looks for big trends. Default SMA 10, EMA 10, RSI 14.
Waiting to be added Waiting to be added

Reference