from oanda_backtest import Backtest

bt = Backtest(access_token='<your access token>', environment='practice')
bt.candles("EUR_USD")
fast_ma = bt.sma(period=5)
slow_ma = bt.sma(period=25)
bt.sell_exit = bt.buy_entry = (fast_ma > slow_ma) & (fast_ma.shift() <= slow_ma.shift())
bt.buy_exit = bt.sell_entry = (fast_ma < slow_ma) & (fast_ma.shift() >= slow_ma.shift())
bt.run()
bt.plot()

from oanda_backtest import Backtest

bt = Backtest(access_token='<your access token>', environment='practice')
filepath='usd-jpy-h1.csv'
if bt.exists(filepath):
    bt.read_csv(filepath)
else:
    params = {
        "granularity": "H1",  # 1 hour candlesticks (default=S5)
        "count": 5000 # 5000 candlesticks (default=500, maximum=5000)
    }
    bt.candles("USD_JPY", params)
    bt.to_csv(filepath)

fast_ma = bt.sma(period=10)
slow_ma = bt.sma(period=30)
exit_ma = bt.sma(period=5)
bt.buy_entry = (fast_ma > slow_ma) & (fast_ma.shift() <= slow_ma.shift())
bt.sell_entry = (fast_ma < slow_ma) & (fast_ma.shift() >= slow_ma.shift())
bt.buy_exit = (bt.C < exit_ma) & (bt.C.shift() >= exit_ma.shift())
bt.sell_exit = (bt.C > exit_ma) & (bt.C.shift() <= exit_ma.shift())

bt.initial_deposit = 100000 # default=0
bt.units = 1000 # currency unit (default=10000)
bt.stop_loss = 50 # stop loss pips (default=0)
bt.take_profit = 100 # take profit pips (default=0)

print(bt.run())
bt.plot("backtest.png")

total profit        1989.000
total trades         171.000
win rate              35.088
profit factor          1.198
maximum drawdown    2745.000
recovery factor        0.725
riskreward ratio       2.236
sharpe ratio           0.050
average return        10.666
stop loss              5.000
take profit            5.000