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59 lines
3.0 KiB
Markdown
59 lines
3.0 KiB
Markdown
# Backtesting
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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.
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* [ema](#ema)
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* buy when price exceeds EMA(l)
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* [ema_cross](#ema_cross)
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* buy when EMA(short) > EMA(long)
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* [rsi](#rsi)
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* buy when RSI < low and sell when RSI > high
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NOTE: The current implementation uses the [bt](#http://pmorissette.github.io/bt/index.html) library.
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### ema <a name="ema"></a>
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````
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usage: ema [-l] [--spy] [--no_bench]
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````
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This strategy buys when price > EMA(l).
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* -l: Period of EMA to use. Default = 20.
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* [--spy]: Flag that overlays the results if you buy and hold SPY
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* [--no_bench]: Flag that removes the benchmark comparison of just buy and hold the stock.
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<img width="983" alt="ema2" src="https://user-images.githubusercontent.com/25267873/116769582-1d824f80-aa35-11eb-94bd-ecd4abe3b415.png">
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### ema_cross <a name="ema_cross"></a>
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````
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usage: ema_cross [-l] [-s] [--spy] [--no_bench] [--no_short]
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````
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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.
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* -l/--long: Long period of EMA to use. Default = 50.
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* -s/--short: Short period of EMA to use. Default = 20.
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* [--spy]: Flag that overlays the results if you buy and hold SPY
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* [--no_bench]: Flag that removes the benchmark comparison of just buy and hold the stock.
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* [--no_short]: Flag that removes the shortable option. Will just be long positions when short > long EMAs.
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<img width="979" alt="ema_cross2" src="https://user-images.githubusercontent.com/25267873/116769583-1e1ae600-aa35-11eb-9732-9fda8eb2a8b1.png">
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### rsi <a name="rsi"></a>
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````
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usage: rsi [-u] [-l] [-p] [--spy] [--no_bench] [--no_short]
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````
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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
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* -u/--high: High (upper) value to consider overbought. Default = 70
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* -s/--short: Short period of EMA to use. Default = 30
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* -p/--periods: Periods to use for RSI calculation. Default = 14.
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* [--spy]: Flag that overlays the results if you buy and hold SPY
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* [--no_bench]: Flag that removes the benchmark comparison of just buy and hold the stock.
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* [--no_short]: Flag that removes the shortable option. Will just be long positions when short > long EMAs.
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<img width="980" alt="rsi2" src="https://user-images.githubusercontent.com/25267873/116769579-1c512280-aa35-11eb-928b-aa4e8b90c1ec.png">
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