Backtesting strategy

Author: Adrian Lindberg with junior coder Codex

How to run

Plot actions and see capital change

docker compose up --build

To only see results

npm run backtest

Amount of trades: 7054
Final capital: 101103.75 SEK

To optimize hyperparameters

npm run optimize -- --data-dir data --base-timeframe 5min --iterations 100 --start-date 2023-05-01

With Hillclimb optimization

npm run optimize -- --hillclimb --data-dir data --base-timeframe 5min --iterations 100

Screenshots