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Comment by meesterdude | Hacker News Reader

Personally, i am working on building a cryptocurrency trading platform, because the API's are easily accessible - but the markets entirely different in behavior. Still, rolling my own implementations of technical indicators has been pretty insightful, and backtesting has shown whats worked and what hasn't in given market conditions.

but i realize you're probably talking about more traditional markets like FOREX

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What are you using to backtest? Data you gathered yourself?

Hardest part with backtesting in my experience has been trying to simulate successful buy/sell orders and the fees.

You can query Bittrex for some data, or you can find some data and a script from here https://github.com/gcarq/freqtrade/tree/master/freqtrade/tes...

Couldn't you bake the fee into the application logic e.g. https://github.com/gcarq/freqtrade/blob/master/freqtrade/mai...

> Couldn't you bake the fee into the application logic

You can (and I do as well) - although some proprietary bots have had notable problems with figuring them out.

Fee isn't limited to what you're paying the exchange, you have to take into account slippage - the price you use in your backtests is NOT the price you could actually realistically buy at because as soon as you buy, you move the price (especially in size).

Strictly speaking, you should be incorporating level 2 order book data to properly gauge fees and simulate real world profits from your backtests.

poloniex has historical data you can use. I trade on bittrex, but their data doesn't go back very far - enough to do calculations in the now, but not nearly enough to backtest against.

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