Posts tagged 'Backtesting'

A Basic Stock Trading Backtesting System for F# using Ta-Lib and FSharp.Data


This article is written for the intermediate F# audience who has a basic familiarity of stock trading and technical analysis, and is intended to show the basics of implementing a backtesting system in F#.

If you’re an F# beginner it may not take too long for you to get up to speed on the concepts if you check out a few resources. In particular:

The backtesting strategy which you will implement is a simple SMA crossover where the fast line is 10 bars and the slow one 25. When the fast line crosses above the slow line, a buy signal will be triggered, and when the fast line cross below the slow line, a sell signal will be triggered. Only one long position will exist at any time, so the system will not trigger another buy order until after the long position is sold. Feel free to get in touch and send through any improvements, questions or corrections.