I saw and reviewed many python backtesting libraries - pyalgotrade, zipline, catalyst, backtrader, etc.
It seems that none of the provide a straightforward way to perform "Tick-based or Multi-timeframe backtesting on CRYPTO".
- pyalgotrade seems to be only close-based.
- zipline is for stocks.
- catalyst (a fork of zipline) can simulate ticks with 1min closes, but their data provider for data ingestion is down.
- backtrader seems to be only close-based.
What I want to achieve
I want to perform backtests such that:
- Indicators being calculated with daily timeframe data.
- Main loop progress with tick-based data or at least like zipline (with closes of a shorter timeframe, like 1min).
And I need feature two for the following:
- being able to simulate stop-losses, i.e. within candle body or shadows - not only in candle close.
- being able to backtest intra-bar strategies, so it could simulate entry and exits within body of a single bar.
Thanks in advance.