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Python-Backtest_Examples

Python Backtest Examples

This repo contains single file backtests for algo trading strategies using FXCM’s Python wrapper (fxcmpy). Please note backtested results are hypothetical and may not reflect the true performance of a system, as past performance is not indicative of future returns. Additionally, the backtesters included here are meant to provide a quick understanding of a strategy’s behavior overall and not to simulate every aspect of a strategy’s execution (such as transaction costs, market impact, price slippage, etc). More backtesting systems will be added over time. Please email [email protected] if you have questions or suggestions!