Backtrader Test Strategies

Test bitcoin trading strategies using Backtrader framework (see https://backtrader.com).

Current implementation contains simple MACD based strategy (see MACDStrategy.py).

Prerequisites

• Python 3.6+: https://www.python.org/downloads/

• Backtrader module:

  pip install backtrader
  

• Matplotlib module:

  pip install matplotlib
  

  Note: On Ubuntu 18 you might need:

  sudo apt-get install -y python-matplotlib
  sudo apt-get install -y python3-matplotlib
  

How to run

Execute this command:

python Main.py 

Folders

data

• btc-eur-history.csv: CSV file which contains BTC to EUR data since 2011-08-27 until 2020-01-13 (on daily basis).

helpers

• FetchHistoricalData.py: Script which fetches historical data and updates data/btc-eur-history.csv file. Data are fetched from:

  https://min-api.cryptocompare.com/data/v2/histoday?fsym=BTC&tsym=EUR&allData=true