This is an example trading strategy that demonstrates the grademark API for backtesting financial trading strategies.
Try it out
You need Node.js installed to run this.
Clone or download the repo.
Change to repo's directory and install dependencies:
cd grademark-first-example npm install
Now run it:
You will see some stats printed to the console.
output sub-directory for charts.
Examples of output
Here's a screenshot of the analysis:
Here's one of the charts that visualizes the equity curve:
Here's another chart, this is a visualization of the drawdown: