A short technical analysis backtest.
src/ Python modules, every parameter declared once in config.py
backtest.ipynb the four rules, their tables, trades and the capital graph
capital.png the capital graph, written by the notebook
EMA crossover. Long only. Enter when the fast average crosses above the slow one, exit on the opposite cross or on the five per cent stop.
MACD crossover. Long and short. Enter when the MACD histogram crosses zero, either way, exit on the trailing stop.
RSI, VWAP and ADX. Long and short. Enter when the histogram is rising, the day is up and RSI, VWAP and ADX all confirm, exit when the VWAP or the ADX condition turns.
Double Bollinger, range bounded. Long and short. Armed when the close goes outside the outer band, entered on the close back through the inner band, exited at the middle band.
Each rule is stated in full, entry and exit, at the top of backtest.ipynb.
Python 3.13 and Jupyter. No compiled dependencies.
pip install -r requirements.txt
jupyter lab backtest.ipynb
backtest.ipynb reports one table and one trade list per rule, plus a single capital graph carrying all four against holding the index. The modules under src/ are a python library, and prices come from Yahoo Finance.