https://github.com/benyblack/ex_backtest
A library for back-testing strategies in trading.
https://github.com/benyblack/ex_backtest
backtesting backtesting-trading-strategies elixir trading
Last synced: 4 months ago
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A library for back-testing strategies in trading.
- Host: GitHub
- URL: https://github.com/benyblack/ex_backtest
- Owner: benyblack
- Created: 2019-07-01T12:01:35.000Z (almost 7 years ago)
- Default Branch: master
- Last Pushed: 2019-08-01T09:34:14.000Z (almost 7 years ago)
- Last Synced: 2025-11-22T16:55:41.357Z (7 months ago)
- Topics: backtesting, backtesting-trading-strategies, elixir, trading
- Language: Elixir
- Homepage:
- Size: 31.3 KB
- Stars: 4
- Watchers: 0
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# ExBacktest
For running the examples:
```
> iex -S mix
ExBacktest.Example.SmaCrossover.run()
```
It will open a browser and will show something like this:
Before running the examples you need to have some OHLCV files. There is a repo for Binance data here (https://github.com/benyblack/BinanceDataset/releases/)
For chart I am using Bokeh in python. If you check the python file in priv folder it needs some libraries in Pyhton which have to be installed via PIP.
```
pip install numpy bokeh
```
Also, I use [talib](https://github.com/benyblack/talib) as my indicator library in Elixir.
The docs can be found at [https://hexdocs.pm/ex_backtest](https://hexdocs.pm/ex_backtest).