██████   █████   ██████ ██   ██ ████████ ███████ ███████ ████████ ███████ ██████ 
██   ██ ██   ██ ██      ██  ██     ██    ██      ██         ██    ██      ██   ██
██████  ███████ ██      █████      ██    █████   ███████    ██    █████   ██████ 
██   ██ ██   ██ ██      ██  ██     ██    ██           ██    ██    ██      ██   ██
██████  ██   ██  ██████ ██   ██    ██    ███████ ███████    ██    ███████ ██   ██

Simple Backtester

A very simple backtesting application for OHLC data (range bars)

License:

MIT

Features

• cross platform
• chart and text report
• integrated TradingView charting library

Usage

Data as CSV files

• minimal required columns:
  • date and time, one of:
    • timestamp_unix - unix seconds or milliseconds
    • date or timestamp - human readable string parsed via DateTime.Parse()
  • mid or close - last price
• additional columns (nice-to-have):
  • bid - last bid/buy price
  • ask - last ask/sell price

Strategy

Write strategy that implements interface IStrategy, see example ones

Configuration

Configure app via json file, see example appsettings.json

---

Pull Requests are welcome!

Available for help

I do consulting, please don't hesitate to contact me if you have a custom solution you would like me to implement (web, [email protected])

Donations gratefully accepted.

• 
• 
•