sthewissen / Mynt

An Azure Functions-based crypto currency trading bot; featuring 10 exchanges, 25 indicators, custom strategy support, backtester and more

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Back tester rework

sthewissen opened this issue · comments

Currently the back tester has a lot of overhead functionality. Ideally you'd want the following features in my opinion:

  • Test buy signals and check forward for a sell signal - decide profit based on that
  • Run one strategy
  • Compare multiple strategies to one another
  • Fixed dataset to run the tests over
  • Ability to update this dataset

The current bot has a lot of features that influence how it trades. Among others you have a stop loss, a ROI mechanism, immediate sell orders etc. Creating a back tester that covers all these scenario's is simply very hard to pull off because a lot of these features rely on ticker info that is not available in candlestick datasets. Therefore it would probably be best to rework the back tester to only support the things mentioned above.

This is done on develop.