Backtesting
The project also contains a console application that can be used to backtest your strategies. It uses the hourly candle data for a few popular crypto currencies. However you are able to add/remove currencies to the list and retrieve their candle data through the backtester UI.
The backtester enables you to either test a single strategy on all the coins you provide in the settings file. It also allows you to run all the strategies and compare them to one another. It also enables you to retrieve candle data for each currency you have defined as a currency you want to backtest.
To ensure that each strategy is tested equal there are a few rules imposed on how the backtest runs its tests:
- Each trade is done with a fixed stake amount changeable through the settings (default: 0.1 BTC).
- When a buy signal is given, the next sell signal is used as the exit.
- Profit is calculated based on the close of the buy candle and the sell candle.
- Other bot settings such as stop losses, ROI settings are ignored.
The backtester contains an appsettings.json file that lets you specify which coins should be used for backtesting and which exchange the data you want to use has to come from. It also lets you define a stakeamount which is the amount of the quote currency that will be used for each simulated trade.
{
"Exchange": "Binance",
"ApiKey": "KeyValue",
"ApiSecret": "SecretValue",
"StakeAmount": 0.1,
"Coins": [ "NEOBTC", "OMGBTC", "LTCBTC", "ETHBTC", "VENBTC" ]
}