Skip to content

BACKTESTING.md

Latest commit

 

History

History
44 lines (33 loc) · 1.18 KB

BACKTESTING.md

File metadata and controls

44 lines (33 loc) · 1.18 KB
Raw

🧪 Backtesting Guide

Test your trading strategy against historical market data

📂 Historical Data

  • Place CSV or JSON files in the data/historical/ directory.
  • Files should contain timestamped TickEvent data: 
    

    • 



datetime,instrument,bid_price,ask_price,bid_volume,ask_volume
2024-06-01T09:00:00Z,TSLA,250.00,250.10,100,100
...



## ⚙️ Running Backtests

1. Activate your environment:
   ```bash
   source .venv/bin/activate  # or .\.venv\Scripts\activate



    

  1. Run the backtest script with the path to your data:

    python scripts/run_backtest.py --data data/historical/tsla_ticks.csv \
    --strategy SupportResistanceStrategy \
    --output results/tsla_backtest_report.json
    

    2. 



📊 Results


    

  • The script generates a report with:

      

    • Total trades executed
      • 

    • Win/loss ratio
      • 

    • Profit & loss summary
      • 

    • Drawdown analysis
      • 

    

    • 

  • Open results/tsla_backtest_report.json to view details or load into a notebook.
    • 



🔄 Iterating on Strategy


    

  • Adjust strategy parameters (support, resistance, quantity) via CLI or config file.
    • 

  • Re-run backtests until results meet your requirements.
    • 





Use backtesting to gain confidence before going live.