Grademark first example

A first example of a trading strategy backtested using Grademark.

Click here to see this code as a notebook

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Try it out

You need Node.js installed to run this.

Clone or download the repo.

Change to repo's directory and install dependencies:

cd grademark-first-example
npm install

Now run it:

node index.js

Or

npm start

You will see some stats printed to the console.

Inspect the output sub-directory for charts.

Examples of output

Here's a screenshot of the analysis:

Here's one of the charts that visualizes the equity curve:

Here's another chart, this is a visualization of the drawdown: