rainmaker:backtester

backtest stratagies and plot graph in nodejs

usage

• Create a Strategy

const { Strategy } = require('./backtester');

class MyStrategy extends Strategy {
    constructr(..args){
        super(...args);
    }
    next(){
   // logic
    }
}

And then

• Load data and create a Backtester instance

const bt = genBackTest(data,MyStrategy,10000,0,0,5)

And then

• Execute bt.run()
• Visual feedback use:bt.plot()

BackTester

• data:[[timestamp],[open],[high],[low],[close]]``Strategy -bt.run()`
• bt.plot()

Strategy

• Strategy

• next()

• call every times in a cycle
  next()

• use order

entry(qty);
buy(qty);
sell(qty);