Instrument backtester (BT)
The Instrument backtester(BT) is a windows console application, which acts for instance like a MT4/MT5 terminal.
The main characteristics of the BT are:
- The BT has a history of M1 bars from 2016 onwards (over 5 years) The source is Dukascopy.
- For the 28 basic instruments data will be available.
- The data/bars are synchronized. For every instrument same amount of bars and equal dates.
- Multi instrument/multi time frame strategies can be tested.
- All time frames are deducted from these M1 bars (M5, M10, M15, M20, M30, H1, H2, H3, H4, H6, H8, H12, D1)
- Stepping through the history in M1 bar increment or multiple M1 bar increments.
- Opening & closing of trades (pendings, market).
- Orders and positions will be updated every increment.
- Tracking of minimum and maximum profit of open positions.
- Additional comments for trades, like open conditions and/or close conditions.
- Renko bars
Planned:
- Renko bars and volume bars, renko bars now implemented in version V1_02
- Red news (FF).
The communication is based on sockets(server/client). The BT is the server and a python script is the client. The communication with the BT server is all done in a python script "Pytrader_BT_V1_02.py" by easy to understand function calls.
For switching to live trading a "Pytrader_API" for MT4 and MT5 are available. Function calls are for 95% the same. For more information see here
Extended documentation is available and also a "BT_Demo.py" in which it is easy to see how to use the system.
There is also a discord channel for support.
This is a licensed product. In demo EURUSD, USDJPY and AUDNZD work in full function. For a license see MT4 or MT5.