@intentsolutionsio/trading-strategy-backtester
v1.0.0
Published
Backtest trading strategies with historical data, performance metrics, and risk analysis
Maintainers
Readme
Trading Strategy Backtester Plugin
Comprehensive backtesting framework for trading strategies with historical data analysis, performance metrics, and parameter optimization.
Features
Strategy Library
- Moving Average Crossover
- RSI Overbought/Oversold
- MACD Signal Line
- Breakout Trading
- Mean Reversion
- Momentum Trading
- Pairs Trading
- Grid Trading
Performance Metrics
- Total Return & Win Rate
- Sharpe & Sortino Ratios
- Maximum Drawdown
- Profit Factor
- Calmar Ratio
- Recovery Factor
Risk Analysis
- Value at Risk (VaR)
- Conditional VaR
- Consecutive Losses
- Ulcer Index
- Risk-Adjusted Returns
Installation
/plugin install trading-strategy-backtester@claude-code-plugins-plusUsage
/backtest-strategy
Testing moving average strategy:
- Symbol: BTC/USDT
- Period: 1 year
- Capital: $10,000
- Parameters: 50/200 MACommands
| Command | Description | Shortcut |
|---------|-------------|----------|
| /backtest-strategy | Run backtest | bs |
| /optimize-parameters | Parameter optimization | op |
| /compare-strategies | Strategy comparison | cs |
| /walk-forward | Walk-forward analysis | wf |
Strategies
Moving Average
- Golden/Death Cross signals
- Customizable periods
- Multiple MA types
RSI Strategy
- Oversold/Overbought levels
- Divergence detection
- Dynamic thresholds
MACD Strategy
- Signal line crossovers
- Histogram analysis
- Zero-line crosses
License
MIT License
Built for traders by Intent Solutions IO
