A web-based program for backtesing BTC trading algorithms. See it in action
Data should be supplied in a .csv file the following format (Example hourly data scraped from a popular exchange):
Timestamp,Open,High,Low,Close,Volume
- Timestamp: Unix time
- Open/High/Low/Close: Price in USD
- Volume: Volume of BTC transacted
The example algorithm enters a long position when BTC is trading outside of the expected range, which is determined by a simple moving average and volatility over a recent time period.
Basic trading indicators such as the following are included, and can be used similarly to the Bollinger Band function used in the example:
- SMA
- EMA
- RSI
The basic statistic functions are also included:
- Sum
- Mean
- Median
- Variance
- StdDev
Chart library: dygraphs
Background: particles.js