Test trading strategies with historical data.
BackTest allows you to write your own algorithm and test it on historical stock data. Currently stock data must be downloaded manually from yahoo finance. e.g. MSFT historical data can be downloaded here MSFT. To use your own stock data you can derive from the dataprovider class.
To write your own strategy, derive from the strategy class. A basic example is given with the BuyAndHoldStrategy class.
A full backtest of MSFT is shown below:
You can zoom in on areas of interest:
To build and run BackTest the following dependencies must first be installed:
- Qt5
- libcurl
- C++14 compiler
First, you will need an installation of CMake. Once this is done, you can cd to the root
of the project and setup the build directory:
mkdir build
cd build
cmake ..