NOTE: The code will not run unless you give it the credentials like Account Number, Access Token, UserID and Password. You can create a test forex account and ask the customer service for this credentials.
A simple Moving Average strategy for applying to Forex Markets
I have demonstrated the strategy used by Dr. Yves Hilpisch which he developed for forex trading.
This is a fairly simple strategy where we compare two Simple Moving Averages. I have used MA for 5 days and MA for 15 days.
IMPORTANT: This backtesting strategy does not guarantee any personal or big returns to the people who will be using it. It was developed just for testing purposes and is not used commercially also by the author.
All the code is tested on a test account provided by Oanda (A Leader in automated forex trading with open APIs) They have a fairly good documentation for using their Rest API. https://www.oanda.com/
I have used Pickle Module to store the credentials in the code. Obviously who would you want to see your userID, Password and other imp stuff, you can simple plug in those details if you are not interested in using pickle.
Have a good time seeing the magic of Automation.
To access the code in editing mode, you need to open it in the iPython notebook here: http://nbviewer.jupyter.org/