Bitcoin Forum

Other => Beginners & Help => Topic started by: Queeq on December 09, 2013, 04:52:57 PM



Title: Python backtesting analysis script for Linux
Post by: Queeq on December 09, 2013, 04:52:57 PM
Hi all,

Inspired by "Gomboo's Journal" (https://bitcointalk.org/index.php?topic=60501.0) on analyzing moving averages intersections for making buy/sell decisions, I wrote a script which draws heatmaps of profitability for different MA combinations. It is similar to what Gomboo was doing manually.

You can find it on Github: https://github.com/Queeq/stock

Here is an example of its output:

http://s22.postimg.org/470iq12zx/plot_1h.jpg (http://postimg.org/image/470iq12zx/)


I would be happy to hear feedback on how to make it better from experienced Python programmers as this is my first Python script.


Title: Re: Python backtesting analysis script for Linux
Post by: BigLad on December 14, 2013, 04:36:54 PM
Just looking for something like this will it work with Gox or just BTCe?


Title: Re: Python backtesting analysis script for Linux
Post by: Queeq on December 14, 2013, 07:08:53 PM
It will, just feed it with Mt. Gox historical datafile.