ExpertAdvisory is a backtesting tool intended for traders who want to evaluate scalping and intraday trading strategies using historical data quickly and efficiently. This project utilizes Python and advanced libraries such as Polars and PyTorch to achieve execution times in just a few seconds.
- Performs 14-year backtesting in 30 seconds using polars.
- Allows you to define and test a variety of trading strategies.
- Includes tools to visualise backtesting results using Plotly and Polars.
- Uses Polars for efficient handling of large volumes of CSV data.
- Instructions on how to install the necessary dependencies. Do this: pip install -r requirements.txt
- Download the csv file https://drive.google.com/file/d/1eOcxFOqMeQjEqqXu-BibLyycKAQnjY5k/view?usp=sharing
- Make sure the csv file and the python script are in the same folder. You only need those 2 files.
Examples on how to use the script for backtesting in the following video https://www.youtube.com/watch?v=6wFukUeQCcg&ab_channel=JoelPasapera
This software is specifically optimised to run and test Scalping (with a minimum duration of one minute) and Intra Day (with a maximum trading time of one day) strategies. It is important to note that the software is not designed for:
- It is not suitable for multiple trades at extremely short intervals.
- It does not support strategies that involve holding open positions for several days or weeks.
Contributions are welcome. If you wish to contribute, please open an issue or send a pull request.
This project is licensed under Aapache 2.0.