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gamestonk_terminal/backtesting/README.md
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# 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.
The current implementation uses the [bt](#http://pmorissette.github.io/bt/index.html) library.
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
### SimpleEMA <a name="SimpleEMA"></a>
This strategy buys when price > EMA(l)
````
usage: ema [-l] [--spy] [--no_bench]
````
* -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 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
````
usage: ema_cross [-l] [-s] [--spy] [--no_bench] [--no_short]
````
* -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) paramter
````
usage: rsi [-u] [-l] [-p] [--spy] [--no_bench] [--no_short]
````
* -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.
* [--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.