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mass-batch-backtester's Introduction

Mass Batch-Backtester

Conduct large scale technical analysis using python

The strategies include

  • TREND

    • Simple Moving Average Crossover
    • Exponential Moving Average Crossover
    • Double Exponential Moving Average Crossover

  • MOMENTUM

    • Relative Strength Index (RSI)
    • Money Flow Index (MFI)

  • VOLATILITY

    • Bollinger Bands

Dependencies

Setup

python -m pip install -r requirements.txt

After installing dependencies, open parameters.py and pass your own custom parameters for the backtesting

parameters.py

# Sample List

token_list = ["HEX-USD", "ATOM-USD", "LINK-USD", "FTT-USD", "XLM-USD", "ALGO-USD",
              "ICP-USD", "ETH-USD", "BTC-USD", "XMR-USD", "NEAR-USD", "KCS-USD",
              "BVOL-USD", "IBVOL-USD", "ETHBULL-USD", "ETHBEAR-USD", "SHIB-USD",
              "DOGE-USD", "MATIC-USD", "ETC-USD", "BNB-USD", "WBTC-USD", "WETH-USD",
              "BNBBULL-USD"]

mav1 = 13  # Moving average (FAST/SHORT)
mav2 = 34  # Moving average (SLOW/LONG)

stop_loss = 0.2
take_profit = 0.4  # As a percent

bband_period = 20
rsi_mfi_low = 20
initial_investment = 100000

Startup

Run main.py and the script will start making directories and filling them.

mass-batch-backtester's People

Contributors

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