Michael Halls-Moore
29 lines
888 B
Python
29 lines
888 B
Python
from __future__ import print_function
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from qsforex.backtest.backtest import Backtest
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from qsforex.execution.execution import SimulatedExecution
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from qsforex.portfolio.portfolio import Portfolio
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from qsforex import settings
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from qsforex.strategy.strategy import TestStrategy, MovingAverageCrossStrategy
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from qsforex.data.price import HistoricCSVPriceHandler
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if __name__ == "__main__":
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# Trade on the "Cable" - GBP/USD
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pairs = ["GBPUSD"]
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# Create the strategy parameters for the
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# MovingAverageCrossStrategy
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strategy_params = {
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"short_window": 500,
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"long_window": 2000
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}
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# Create and execute the backtest
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backtest = Backtest(
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pairs, HistoricCSVPriceHandler,
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MovingAverageCrossStrategy, strategy_params,
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Portfolio, SimulatedExecution,
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equity=settings.EQUITY
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)
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backtest.simulate_trading() |