/biz/ - Business & Finance

Got the most basic version of my backtester finished. It's pretty fucking crude but my goal is to fully automate a bruteforce backtesting beyond what websites allow.

Anyways, as a proof of concept
>Wait until 5 minutes before markets close to buy or sell
>Look at N candles back, equal to Offset, to compare % changes
>If the close is >= entry% (eg up 1 or 2% from the other candle) then buy
>If the close is <= entry% (eg down 1 or 2% from the other candle) then short
>If the price moves against you by exit%, then close all positions

This was done on the SPY over the last 500 sessions, and like I said is very crude, but this is a great starting point and I can't wait to see how this looks a month or two from now (eg, being able to tweak multiple variables and indicators)