Apply BTC D&T Index by Benson into trading strategy. Change strategy factors to simulate the trading results. The default setting of the strategy achieves nearly 3000% ROI from 2018/1/1 to 2020/6/5 with 2X leverage at maximum.
Factors you can tweak:
0. initial capital 1. backtest start date 2. pyramiding orders 3. order size 4. trading fee (commission fee)
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v0.2 fix quarterly future basis bug
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fix max_bars_back error caused by Tradingview's bug
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replace a data source that is no longer available on Tradingview