PROJECT’S SPECIFICATION

In current project I built backtesting program comparing 3 trading strategies.

• Moving average crossover
• Filtering strategy
• Stochastic oscilator

There were written 4 scripts:

• Strategy2.py
• Optimization.py
• Plot.py
• Main.py

In Strategy2.py I developed “strategy” class which contains all current and future trading strategies as methods.

In Optimizaton.py contains optimization function through which one can optimize Moving Average and Filtering strategies

In file Plot.py one find a “plot” class through which he can get visual representation of the strategies

Main.py contains script of final results.

In order to get full comprehension of the current project, I have created Jupyter Notebook file where I showed main results of the work .