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jamescorsini / FXprime

FOREX backtester and live trader
MIT License
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FXprime

FOREX backtester and live trader using Oanda

How to Run

  1. Download and install fxprime
  2. Run main.py

Note: For more/ different functionality edit variables in main.py pairs, backtest, plot, and verbose

pairs = currency pair (ex. 'EUR_USD') backtest = boolean, if true runs backtest else runs live trader plot = boolean, plots output verbose = boolean, more detailed trade execution reporting

Output Example

Backtest

Live Trading

----------- ADRIAN FX Trading Algo has started ------------

No Open High Low Close Date
0 1.05944 1.05952 1.05937 1.05952 2016-12-01 01:46:00
1 1.05949 1.05949 1.05929 1.05929 2016-12-01 01:47:00
2 1.05925 1.05925 1.05917 1.05919 2016-12-01 01:48:00
3 1.05923 1.05926 1.05923 1.05923 2016-12-01 01:49:00
4 1.05921 1.05921 1.05906 1.05916 2016-12-01 01:50:00

... ticks for every second

58  1.05964  1.05968  1.05961  1.05963 2016-12-01 02:46:00
59  1.05966  1.05970  1.05966  1.05970 2016-12-01 02:47:00
close: 1.05985 fit: 1.05989181988 buy: 3 sell: 2 score: 0.431592395751

Executes trades and lists algorithm parameters

Sources: Oandapy (https://github.com/oanda/oandapy)