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Backtest of strategies to operate in Brazilian Mini Index and Mini Dollar

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Backtest of strategies to operate in Brazilian Mini Indice and Mini Dollar

  • Minibacktest was created to facilitate the run of backtesting for this mode of investing very common in Brazil.

How to run:

from backtest import Strategy, Backtest

strategy = SmaCross()
backtest = Backtest(df, strategy)
result = backtest.run_backtest()

SmaCross must inherit from the Strategy class and implement the methods below:

-  create_indicators(dataframe)
-  buy_entry(dataframe)
-  buy_exit(dataframe)
-  sell_entry(dataframe)
-  sell_exit(dataframe)

Check the example strategy

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