jerry/OpenBB
1
0
Fork 0
mirror of https://github.com/OpenBB-finance/OpenBB.git synced 2026-11-15 13:51:19 +00:00
Code Issues Packages Projects Releases Wiki Activity

Improve backtesting readme

Browse Source
This commit is contained in:
DidierRLopes
2021-05-01 04:26:48 +01:00
committed by GitHub
parent b4c27423af
commit 4578d3de7f
1 changed files with 25 additions and 26 deletions
Download Patch File Download Diff File Expand all files Collapse all files

51
gamestonk_terminal/backtesting/README.md
View File

@@ -1,53 +1,52 @@
# Backtesting
The goal of this menu is to allow super simple research into potential strategies.
We currently provides a couple basic options for starting with backtesting strategies. Note that this is currently just a
simple logic (i.e price comparisons). Obviously these strategies should not be used immediately and should be researched,
improved and further tested on your own.
This menu aims to apply backtesting strategies regarding a pre-loaded ticker, and the usage of the following commands along with an example will be exploited below. Note that this is currently just a simple logic (i.e price comparisons). These strategies should not be used immediately and should be researched, improved and further tested on your own.
The current implementation uses the [bt](#http://pmorissette.github.io/bt/index.html) library.
* [ema](#ema)
* buy when price exceeds EMA(l)
* [ema_cross](#ema_cross)
* buy when EMA(short) > EMA(long)
* [rsi](#rsi)
* buy when RSI < low and sell when RSI > high
Current strategies are:
* [Simple EMA](#SimpleEMA)
* Buys the stock when `price > EMA(l)`
* [EMA Cross](#EMA Cross)
* Buys when EMA(short) > EMA(long) and sells when the opposite is true
* [RSI](#RSI)
* Momentum strategy that longs when RSI < threshold (oversold) and shorts when
NOTE: The current implementation uses the [bt](#http://pmorissette.github.io/bt/index.html) library.
### SimpleEMA <a name="SimpleEMA"></a>
This strategy buys when price > EMA(l)
### ema <a name="ema"></a>
````
usage: ema [-l] [--spy] [--no_bench]
````
This strategy buys when price > EMA(l).
* -l: Period of EMA to use. Default = 20.
* [--spy]: Flag that overlays the results if you buy and hold SPY
* [--no_bench]: Flag that removes the benchmark comparison of just buy and hold the stock.
im:
![ema](https://user-images.githubusercontent.com/25267873/116769584-1eb37c80-aa35-11eb-898b-efa36d4a8f5c.png)
<img width="983" alt="ema2" src="https://user-images.githubusercontent.com/25267873/116769582-1d824f80-aa35-11eb-94bd-ecd4abe3b415.png">
### EMA Cross <a name="EMA Cross"></a>
This strategy goes long when EMA(short) > EMA(long) and goes short when
EMA(short) < EMA(long). I provide the option to go long only through the --no_short flag
### ema_cross <a name="ema_cross"></a>
````
usage: ema_cross [-l] [-s] [--spy] [--no_bench] [--no_short]
````
This strategy goes long when EMA(short) > EMA(long) and goes short when EMA(short) < EMA(long). It provides the option to go long only through the --no_short flag.
* -l/--long: Long period of EMA to use. Default = 50.
* -s/--short: Short period of EMA to use. Default = 20.
* [--spy]: Flag that overlays the results if you buy and hold SPY
* [--no_bench]: Flag that removes the benchmark comparison of just buy and hold the stock.
* [--no_short]: Flag that removes the shortable option. Will just be long positions when short > long EMAs.
im
### RSI <a name="RSI"></a>
This strategy goes long when the RSI is "oversold" - defined as the low parameter. It goes short when
the RSI is "overbought" - defined as the high (upper) parameter
![ema_cross](https://user-images.githubusercontent.com/25267873/116769581-1ce9b900-aa35-11eb-85e9-133b3c0b09ad.png)
<img width="979" alt="ema_cross2" src="https://user-images.githubusercontent.com/25267873/116769583-1e1ae600-aa35-11eb-9732-9fda8eb2a8b1.png">
### rsi <a name="rsi"></a>
````
usage: rsi [-u] [-l] [-p] [--spy] [--no_bench] [--no_short]
````
This strategy goes long when the RSI is "oversold" - defined as the low parameter. It goes short when the RSI is "overbought" - defined as the high (upper) parameter
* -u/--high: High (upper) value to consider overbought. Default = 70
* -s/--short: Short period of EMA to use. Default = 30
* -p/--periods: Periods to use for RSI calculation. Default = 14.
@@ -55,5 +54,5 @@ usage: rsi [-u] [-l] [-p] [--spy] [--no_bench] [--no_short]
* [--no_bench]: Flag that removes the benchmark comparison of just buy and hold the stock.
* [--no_short]: Flag that removes the shortable option. Will just be long positions when short > long EMAs.
![rsi](https://user-images.githubusercontent.com/25267873/116769576-19eec880-aa35-11eb-9e60-f77a31e51db0.png)
<img width="980" alt="rsi2" src="https://user-images.githubusercontent.com/25267873/116769579-1c512280-aa35-11eb-928b-aa4e8b90c1ec.png">