Cipher - a backtesting framework
A trading strategy backtesting framework with focus on position adjustment and brackets.
It shapes domain models to be more suitable for backtesting. Instead of creating a market order and then position adjustments, the order (transaction) is a side effect of the position change. Limit orders are created and applied (transactions) once the price riches the brackets (stop loss or take profit).
Backtest.sh
Generate cipher backtests from text prompts: https://github.com/nanvel/backtestsh
Licensed under CC BY-SA 3.0