Start Script

To run the script using Docker, execute ./start.sh. Alternatively, you can run it using bun start. Add the credentials to your users creating userSeed.ts according userSeed.example.ts

Back Testing

There are two types of back-testing: Snapshot and Accumulate.

Snapshot Back-Testing

Snapshot back-testing analyzes the pattern of look-back candles, simulates an entry, and evaluates if it wins or loses within the maximum candle length of the next candles. No context about other possible entries is considered. Positions are overlapping, and values like the Sharpe ratio do not make sense.

Accumulate Back-Testing

Accumulate back-testing is oriented toward a more realistic situation where the maximum number of open positions is considered.

Steps for Back-Testing

1. Run bun DBRestart to create the local database or clear old data.
2. Select the amount of time you want for back-testing in src/Params.lookBackLengthBacktest in milliseconds (e.g., (7 * Interval["1d"]) / Interval["5m"] for 7 days). You can check other parameters here.
3. Run bun saveBacktestData to get the candlestick data for every available symbol from the Binance API.
4. Check the data by running bun showBacktestData.
5. Fill the /src/strategies/index.ts/chosenStrategies array with strategies to test.
6. Ensure that every strategy in /src/strategies has ALLOWED_PAIRS=[] as desired.
7. Run bun saveAccStats to save statistics to define values for take profit, stop loss, and max trade length.
8. Check the results by running bun showAccStats.
9. Run bun saveSnapStats to save stats for this strategy and define winning symbols.
10. Run bun showSnapStats to see the winning symbols list.

Recommended steps for back-testing a new strategy.

1. Add a new file in /src/strategies according strategy.example.ts with sl: params.defaultSL , tp: params.defaultTP and ALLOWED_PAIRS=[]
2. Fill the /src/strategies/index.ts/chosenStrategies only with the new strategy.
3. Go to src/Params and set values for backtestSLArray, backtestTPArray, backtestMaxTradeLengthArray with options to test.
4. Run bun saveSnapStats and bun saveAccStats and analyze results using bun showSnapStats bun showAccStats .
5. Go to src/Params and set values for backtestSLArray, backtestTPArray, backtestMaxTradeLengthArray only with the chosen options.
6. Go to the new strategy file and set values for sl, tp with the chosen options.
7. Run bun saveSnapStats
8. In the new strategy file set values for ALLOWED_PAIRS with the winning symbols result.
9. Optionally run bun saveAccStats again to see the final stats.