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⚡ AlphaEngine - Algorithmic Trading Framework

Professional-grade Python framework for backtesting, optimizing, and deploying trading strategies.

Python License Strategies


🖥️ Dashboard Preview

Equity Curve & Metrics

Overview

Trade Visualization

Trades

Strategy Comparison

Compare

Parameter Optimization

Optimize

Monte Carlo Stress Testing

Monte Carlo


What is AlphaEngine?

AlphaEngine is a complete algorithmic trading framework for serious quant traders. It includes 5 production-ready strategies, an interactive dashboard, walk-forward optimization, Monte Carlo simulation, and multi-exchange support.

This repo contains the free demo with 1 strategy (Momentum) and basic backtesting.

🔓 Free Demo (this repo)

  • ✅ Momentum strategy
  • ✅ 15 technical indicators (computed from scratch)
  • ✅ Portfolio tracker with commission/slippage
  • ✅ Performance metrics (Sharpe, Sortino, win rate, etc.)
  • ✅ Position sizing

🔒 Full Version (Get it here →)

  • 5 strategies: Momentum, Mean Reversion, Breakout, RSI+MACD, Grid Trading
  • Interactive Streamlit dashboard with 5 tabs
  • Parameter optimization with Sharpe ratio heatmaps
  • Monte Carlo simulation (1000+ scenarios, fan charts)
  • Risk management suite: drawdown halts, trailing stops, Kelly criterion
  • Multi-exchange: Binance (crypto) + Alpaca (US equities)
  • MQL5 Expert Advisor (.mq5 file for MetaTrader 5)
  • ✦ Telegram & Discord notifications

Quick Start

git clone https://github.com/Leotaby/alpha-engine.git
cd alpha-engine
pip install numpy pandas
python demo.py

Output:

╔══════════════════════════════════════════════════════════╗
║   ⚡  A L P H A  E N G I N E  —  Free Demo              ║
╚══════════════════════════════════════════════════════════╝

📊 Generated 1000 bars | $28,521 — $44,182

  ▸ Running Momentum strategy... ✓

════════════════════════════════════════════════════════════
  Total Return         +0.23%
  Sharpe Ratio         0.040
  Win Rate             100.0%
  Max Drawdown         2.05%
  Profit Factor        0.00
  Total Trades         2
════════════════════════════════════════════════════════════

Add Your Own Strategy

Even in the free version, you can create custom strategies:

from strategies.base_strategy import BaseStrategy

class MyStrategy(BaseStrategy):
    name = "my_strategy"
    default_params = {"fast": 10, "slow": 30}
    
    @property
    def description(self):
        return "My custom crossover strategy."
    
    @property
    def param_grid(self):
        return {"fast": [5, 10, 15], "slow": [20, 30, 40]}
    
    def generate_signals(self, df):
        from utils.indicators import ema
        df = ema(df, self.params["fast"])
        df = ema(df, self.params["slow"])
        df["signal"] = 0
        df.loc[df[f"ema_{self.params['fast']}"] > df[f"ema_{self.params['slow']}"], "signal"] = 1
        df.loc[df[f"ema_{self.params['fast']}"] < df[f"ema_{self.params['slow']}"], "signal"] = -1
        return df

Full Version Pricing

Starter Pro ⭐ Premium
Price $79 $129 $249
Strategies 2 5 5
Dashboard Basic Full (5 tabs) Full
Optimizer
Monte Carlo
Risk Suite Basic Full Full
Exchanges 1 2 2
MQL5 EA
Support Email Priority Video call

Tech Stack

  • Python 3.10+ - core framework
  • Streamlit - interactive dashboard
  • Plotly - professional charts
  • NumPy/Pandas - data processing
  • MQL5 - MetaTrader 5 Expert Advisor

Disclaimer

This software is for educational and research purposes only. It is not financial advice. Past performance does not guarantee future results. Always do your own research before trading with real money.


Built with 🧠 by a quantitative finance professional.

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