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).
Licensed under CC BY-SA 3.0