/backtester

Primary LanguageCSS

candlestick-patterns

This app creates a dashboard using Dash to visualize and backtest candlestick patterns.

  • Supports Yahoo! Finance tickers
  • Supports TA-Lib candlestick patterns
  • Allows to choose entry and exit patterns, and override candle settings
  • Allows to specify signals manually
  • Performs backtesting on selected signals using vectorbt
  • Visualizes OHLCV, signals, orders, trades and portfolio value using Plotly
  • Displays key performance metrics such as Sharpe ratio
  • Compares main strategy to holding and trading randomly
  • Responsive design using Dash Bootstrap Components

How to run the app

Using Docker

Build the Docker image and run the container:

docker build -t candlestick-patterns . 
docker run -p 8050:8050 -e HOST='0.0.0.0' candlestick-patterns

Visit http://127.0.0.1:8050/

Note: Compiling for the first time may take a while.

Using virtual environment

To get started, first clone this repo:

git clone https://github.com/polakowo/vectorbt.git
cd vectorbt/apps/candlestick-patterns

Create and activate a conda env:

conda create -n candlestick-patterns python=3.7.6
conda activate candlestick-patterns

Or a venv (make sure your Python is 3.6+):

python3 -m venv venv
source venv/bin/activate  # Unix
venv\Scripts\activate  # Windows

Install the requirements:

pip install -r requirements.txt

In case of errors related to TA-Lib, see Troubleshooting.

Run the app:

python app.py

Visit http://127.0.0.1:8050/

Screenshot

screenshot.png