IMPROVEMENT: Make backtesting applicable to the Forex data.

[Pilipets]

This library is a gem for stock exchange markets - however, it doesn't work correctly for forex.

The improvement might involve several steps and issues, but here are some of them:

1. Take profit calculation for forex isn't simply self.__size * (price - self.__entry_price) as we already have in Trade.pl - it must involve pip, position margin values as well.
2. Trade.value isn't correct in the case of using Forex portfolio.

I would appreciate receiving any comments, how to use this package for the Forex strategy backtesting.

[Pilipets]

I found this discussion but didn't get how to do that - #8.

1. Let's say I am buying 10 points of EUR/USD pairs on the Forex market today, which results in a 35$ margin(or Trade.value) on the FXCM, but If I specify size=10 in Strategy.buy method, that will produce abs(self.__size) * price Trade.value, which isn't correct. How should I change that?
2. Assuming each position size is different, how could I adjust the calculation of the final stats for Forex data?
   Speaking of this example, https://github.com/kernc/backtesting.py/blob/master/doc/examples/Multiple%20Time%20Frames.ipynb.
   What stats calculation needs to be changed?

        s.loc['Equity Final [$]'] = equity[-1]
        s.loc['Equity Peak [$]'] = equity.max()

3. How can I adjust the package to display correct profit/loss on the graphs?

I don't need the results in pips, but $ as it's now, though adjusted to the Forex.

[kernc]

Have you seen Backtest(margin=)? I think it's what you're looking for.

[Pilipets]

Have you seen Backtest(margin=)? I think it's what you're looking for.

Yeah, sorry for this - good job with an awesome plotting library :)