The Back-testing Module on Historical Data

Русская версия

In the MoonTrader terminal, back-testing against historical data is implemented. After analyzing past data, Traders can choose how to best adjust the operation of their strategies, identifying key shortcomings, and making adjustments to optimize profitability.

Storing historical tick data from the Binance exchange requires about 10–15 GB of storage for one week alone. Therefore, testing a strategy over a long period can be a very resource-intensive process. To facilitate testing algorithms in this way, back tests will be executed on our own servers, where all the historical price information for each of the available Exchanges and markets will be stored. 

Thus, the users of our platform will experience all the benefits of historical back-testing at tick-data level, which is an almost unique capability compared to other trading bots.

Back-testing of trading algorithms against historical data requires 2 separate approaches: 

  1. testing against publicly available candlestick data;
  2. testing against previously saved data of each exchange.

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