sthewissen / Mynt

An Azure Functions-based crypto currency trading bot; featuring 10 exchanges, 25 indicators, custom strategy support, backtester and more
BSD 3-Clause "New" or "Revised" License
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Back tester rework #48

Closed sthewissen closed 6 years ago

sthewissen commented 6 years ago

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

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.

sthewissen commented 6 years ago

This is done on develop.