{"id":20750841,"url":"https://github.com/efe-eroglu/usd-try-backtest","last_synced_at":"2026-04-25T02:35:28.313Z","repository":{"id":242688507,"uuid":"810157786","full_name":"Efe-Eroglu/USD-TRY-Backtest","owner":"Efe-Eroglu","description":"A backtest for the usd/try pair using different strategies.","archived":false,"fork":false,"pushed_at":"2024-07-15T16:01:28.000Z","size":377,"stargazers_count":0,"open_issues_count":0,"forks_count":0,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-03-11T14:24:03.416Z","etag":null,"topics":["backtest","backtesting","fintech"],"latest_commit_sha":null,"homepage":"","language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/Efe-Eroglu.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2024-06-04T06:49:51.000Z","updated_at":"2024-07-15T16:01:31.000Z","dependencies_parsed_at":"2024-11-17T23:16:26.687Z","dependency_job_id":null,"html_url":"https://github.com/Efe-Eroglu/USD-TRY-Backtest","commit_stats":null,"previous_names":["efe-eroglu/usd-try-backtest"],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/Efe-Eroglu/USD-TRY-Backtest","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Efe-Eroglu%2FUSD-TRY-Backtest","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Efe-Eroglu%2FUSD-TRY-Backtest/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Efe-Eroglu%2FUSD-TRY-Backtest/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Efe-Eroglu%2FUSD-TRY-Backtest/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/Efe-Eroglu","download_url":"https://codeload.github.com/Efe-Eroglu/USD-TRY-Backtest/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Efe-Eroglu%2FUSD-TRY-Backtest/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":27994391,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","status":"online","status_checked_at":"2025-12-24T02:00:07.193Z","response_time":83,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["backtest","backtesting","fintech"],"created_at":"2024-11-17T08:28:56.376Z","updated_at":"2025-12-24T03:31:52.369Z","avatar_url":"https://github.com/Efe-Eroglu.png","language":"Jupyter Notebook","funding_links":[],"categories":[],"sub_categories":[],"readme":"# \u003cp align=\"center\"\u003e Trading Strategy Analysis using Vectorbt\u003c/p\u003e\n\nThis script performs a comprehensive analysis of different trading strategies using various technical indicators and optimizes the best entry and exit signals for trading the USD/TRY currency pair.\n\n\n## Requirements\n\nMake sure to install the required libraries before running the script\n\n```bash\npip install yfinance vectorbt ta pandas numpy\n```\n\n## Overview\nThe script downloads historical data for the USD/TRY currency pair, calculates various technical indicators, and evaluates the performance of different trading strategies. It optimizes the strategies by testing different combinations of stop-loss and take-profit values.\n\n## Script Breakdown\n\n\n## 1. Data Download\nThe script starts by downloading historical data for the USD/TRY currency pair using the yfinance library.\n\n```python\nimport yfinance as yf\nimport pandas as pd\n\nsymbol = 'USDTRY=X'\ndata = yf.download(symbol)\nclose = data['Close']\n```\n\n## 2.Moving Averages\nThe script calculates several moving averages (MA) with different window sizes.\n\n## 3. Technical Indicators\nVarious technical indicators are calculated using the ta library:\n\n* Relative Strength Index (RSI)\n* Moving Average Convergence Divergence (MACD)\n* Bollinger Bands\n* Ichimoku Cloud\n* Stochastic Oscillator\n* Parabolic SAR\n\n## 4. Entry and Exit Conditions\nThe script defines several entry and exit conditions based on the calculated technical indicators.\n\n## 5. Strategy Optimization\nThe script tests different combinations of stop-loss and take-profit values to find the best performing strategy.\n\n\n## Conclusion\nThis script helps in identifying the best trading strategy for the USD/TRY currency pair by testing various technical indicators and optimizing stop-loss and take-profit values. The final output provides detailed statistics of the best performing strategy.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fefe-eroglu%2Fusd-try-backtest","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fefe-eroglu%2Fusd-try-backtest","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fefe-eroglu%2Fusd-try-backtest/lists"}