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TA Backtesting

Goals of the project

  1. To build a framework for myself to implement different back testing scenarios easily.
  2. Trying to code in functional programming style with python (which is a bit difficult)

I am going to change my mind about this and start to convert it to Elixir which is more suitable for functional style. But I will need some parts remain in python.

Sample output on SMA cross over strategy:

image