Script will read from local hard drive minute csv file.
Example of files:
[login to view URL]
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Selection of date and time period for testing - Jupyter widgets:
Date picker - for day
SelectionRangeSlider - for minutes - 1440 per day
If there is some simple GUI alternatives, I'm open for other solutions.
It has to be a place for inserting trading strategy - buy -> sell, short -> close
example: condition 1 and condition 2 and condition 3 = buy
condition 4 and condition 5 = sell
Backtest will be based on values of technical indicators with talib library for python. wma, ema, RSI - total 18 indicators ( additional columns ).
Indicators will be calculated based on close price.
Values of indicators in row indexed 1 ( last value ) will be compared with walues in row indexed 2, row 3, row 4 . Not crossovers.
Results in percentage.
Formula for buy - sell: % = (price sell - price buy)/price buy * 100
Formula for short - close: % = (price short - price close)/price close * 100
Short is borrow, close is repay.
For selected period script will add all percentages of buy-sell and short-close values. This will be printed as two separate results.
P.S. talib installation in anaconda:
1. open power shell prompt as administrator
2. run: conda install -c conda-forge ta-lib
15 freelances font une offre moyenne de 205 $ pour ce travail
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