This Java application is designed to backtest trading strategies over very large timeframes. This application optimizes a trading strategy by backtesting thousands of parameters and returning the best result.
The simulator is preloaded with an example of mine. The trading algorithm is an ichimoku based strategy, and the parameter that the simulator is optimizing for is the ratio of leadingA to market price. The simulator is set up to run 1000 simulations on 5 years worth of historical BTC data on 5 minute candles with a starting amount of 0.1 BTC
Use ichimoku.java as a template to write your own trading logic. Backtesting parameters are passed to the trading algorithm with the simulate() function.
Use my nodeJS script to download any historical data available on BitMex https://github.com/sashalex007/bitmex-historical-data-downloader
Specify your CPU threadCount in simulate.java for full or partial CPU utilization. Modern hyperthreaded CPU's have 2 threads per core.