Backtest

A trading strategy backtesting gem.

Installation

Add this line to your application's Gemfile:

gem 'backtest'

And then execute:

$ bundle

Or install it yourself as:

$ gem install backtest

Usage

.strategy(
	:long_open => [[:sma, 10, :crosses_above, :sma, 15], :and, [:sma, 11, :crosses_above, :sma, 16]],
	:long_close => [[:sma, 10, :crosses_above, :sma, 15], :and, [:sma, 11, :crosses_above, :sma, 16]],
	:short_open => [[:sma, 10, :crosses_above, :sma, 15], :and, [:sma, 11, :crosses_above, :sma, 16]],
	:short_close => [[:sma, 10, :crosses_above, :sma, 15], :and, [:sma, 11, :crosses_above, :sma, 16]],
	:target => 0.1,
	:stop_loss => 0.2,
	)

Contributing

1. Fork it
2. Create your feature branch (git checkout -b my-new-feature)
3. Commit your changes (git commit -am 'Added some feature')
4. Push to the branch (git push origin my-new-feature)
5. Create new Pull Request