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backtest usage

Benny Thadikaran edited this page Mar 21, 2024 · 8 revisions

This tool allows you to scan for patterns within a specified date range and visualize the chart pattern with look-ahead and look-back periods for backtesting.

Basic Usage:

Ensure you have user.json with DATA_PATH and SYM_LIST set.

py backtest.py -p vcpu

Custom Watchlist

Provide a custom watchlist of symbols as a CSV or TXT file. Default watchlist should be specified in user.json

py backtest.py -p hnsd --file symlist.csv

Set Scan parameters

By default, scan period is 30 candles prior to end date.

By default, end date is 120 days from current date. (For intraday data, you may need to adjust this closer)

py backtest.py -p trng --date 2023-12-01 --period 120

Help

Use -h to see help

usage: backtest.py [-h] [-f FILE] [-p str] [--plot PLOT] [--idx IDX] [-d DATE] [--period PERIOD]

Run backdated pattern scan

options:
  -h, --help            show this help message and exit
  -f FILE, --file FILE  Filepath with symbol list. One on each line
  -p str, --pattern str
                        Pattern to test. One of vcpu, vcpd, dbot, dtop, hnsu, hnsd, trng
  --plot PLOT           Plot results from json file
  --idx IDX             Index to plot
  -d DATE, --date DATE  Ending date of scan. Defaults to 120 days back
  --period PERIOD       Scan Period, prior to ending date. Default 30
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