Instrument backtester (BT)

The Instrument backtester(BT) is a windows console application, which acts for instance like a MT4/MT5 terminal.

The main characteristics of the BT are:

• The BT has a history of M1 bars from 2016 onwards (over 5 years) The source is Dukascopy.
• For the 28 basic instruments data will be available.
• The data/bars are synchronized. For every instrument same amount of bars and equal dates.
• Multi instrument/multi time frame strategies can be tested.
• All time frames are deducted from these M1 bars (M5, M10, M15, M20, M30, H1, H2, H3, H4, H6, H8, H12, D1)
• Stepping through the history in M1 bar increment or multiple M1 bar increments.
• Opening & closing of trades (pendings, market).
• Orders and positions will be updated every increment.
• Tracking of minimum and maximum profit of open positions.
• Additional comments for trades, like open conditions and/or close conditions.
• Renko bars

Planned:

• Renko bars and volume bars, renko bars now implemented in version V1_02
• Red news (FF).

The communication is based on sockets(server/client). The BT is the server and a python script is the client. The communication with the BT server is all done in a python script "Pytrader_BT_V1_02.py" by easy to understand function calls.

For switching to live trading a "Pytrader_API" for MT4 and MT5 are available. Function calls are for 95% the same. For more information see here

Extended documentation is available and also a "BT_Demo.py" in which it is easy to see how to use the system.

There is also a discord channel for support.

This is a licensed product. In demo EURUSD, USDJPY and AUDNZD work in full function. For a license see MT4 or MT5.