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Any advice for backtesting forex?



  • Hi everyone,

    Hope you're well.

    Can I test forex data in Backtrader? Does anyone have any tips for doing so?

    I'm new to Backtrader and started looking into it after finding out Zipline does not really support forex.

    I've written an algo and trading framework in python which I'm currently testing in the market via an Oanda demo account but I'd like to do some proper backtesting.

    I have a few years of minute GBPUSD data in csv form which I can use.

    Any tips welcome!

    Thanks,
    Eddy



  • Ok after some more reading I found that Oanda is supported so that would indicate you can back test currencies and also trade through the Oanda API with Backtrader too which is cool.

    If anyone's done this before then any tips are welcome before I make a start on coding my algo for Backtrader :) If not I'll post back any issues I come across on the way and tips for others.

    Thanks


  • administrators

    There is no difference backtesting forex or backtesting anything else from the point of view of data input (OHLC). You have to properly define your asset with a commission info scheme and the rest is exactly the same.



  • Ok thanks, that's good to have the confirmed :)


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