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An Open Source Finance System for Stocks Backtesting Trade Strategies

An Open Source Finance System for Stocks Backtesting Trade Strategies

Eviatar Rosenberg, Dima Alberg
Copyright: © 2021 |Volume: 12 |Issue: 2 |Pages: 14
ISSN: 1942-3926|EISSN: 1942-3934|EISBN13: 9781799860617|DOI: 10.4018/IJOSSP.2021040104
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MLA

Rosenberg, Eviatar, and Dima Alberg. "An Open Source Finance System for Stocks Backtesting Trade Strategies." IJOSSP vol.12, no.2 2021: pp.52-65. http://doi.org/10.4018/IJOSSP.2021040104

APA

Rosenberg, E. & Alberg, D. (2021). An Open Source Finance System for Stocks Backtesting Trade Strategies. International Journal of Open Source Software and Processes (IJOSSP), 12(2), 52-65. http://doi.org/10.4018/IJOSSP.2021040104

Chicago

Rosenberg, Eviatar, and Dima Alberg. "An Open Source Finance System for Stocks Backtesting Trade Strategies," International Journal of Open Source Software and Processes (IJOSSP) 12, no.2: 52-65. http://doi.org/10.4018/IJOSSP.2021040104

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Abstract

A significant part of pension savings is in the capital market and exposed to market volatility. The COVID-19 pandemic crisis, like the previous crises, damaged the gains achieved in those funds. This paper presents a development of open-source finance system for stocks backtesting trade strategies. The development will be operated by the Python programming language and will implement application user interface. The system will import historical data of stocks from financial web and will produce charts for analysis of the trends in stocks price. Based on technical analysis, it will run trading strategies which will be defined by the user. The system will output the trade orders that should have been executed in retrospect and concluding charts to present the profit and loss that would occur to evaluate the performance of the strategy.

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