Python package for backtesting trading strategies
This package contains two modules. Module named 'technicals' defines all the necessary technical indicators which ae used in 'BackTest' module. BackTest module performs all heavy lifting like accessing data from Yahoo Finance, generating buy/sell signals as per strategy and then calculating summary of signals.
By default it returns data in form of pandas dataframe and one can export result files as well by passing 'export = True' parameter for exporting signals data and 'summary_export = True' for results data
There are commonly used indicators defined in 'technicals' module based on which strategies are there in 'BackTest' module. One can add their own technical indicators in module and hence can create new strategy as per their need.
- Simple moving average
- Exponential moving average
- Bollinger band
- Relative strength index
- Moving average convergence divergence
- Simple moving average
- Exponential moving average
- 2 Simple moving average cross
- 2 Exponential moving average
- 3 Simple moving average
- 3 Exponential moving average
- Moving average convergence divergence cross