This application allows users to backtest trading strategies using historical market data. It utilizes the Backtrader framework for backtesting and Streamlit for the user interface.
├── app.py # Main application code
├── strategy.py # Contains the strategy implementation
├── data_fetch.py # Handles data fetching logic
├── plot_utils.py # Contains plotting functions
├── requirements.txt # Python package dependencies
└── README.md # Documentation
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Clone the repository.
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Install the required packages:
pip install -r requirements.txt -
Run the application:
streamlit run app.py -
UI Snapshot
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Handle large historical data.
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User-defined input parameters.
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Strategy implementation and signal generation.
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Backtesting across multiple timeframes.
We are continuously working to enhance the application. Upcoming features include:
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Options and Futures Support: Ability to backtest options and futures strategies.
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Additional Indicators: Incorporation of more technical indicators such as Bollinger Bands, Stochastic Oscillator, and more.
Stay tuned for these exciting updates!
Feel free to contribute to the project by submitting issues or pull requests.