This API allows to backtest any custom trading algorithm on symbols like cryptos, stocks, etfs, forex.
A backtest is a test of an algorithm on historical data.
The code provides an infrastructure for backtesting. You may then add your own custom algorithms. Have fun!
Frontend: Trading Chart Visualizer
- Fetch stock, index and crypto candlestick data
- Caching candlesticks in data base
- Indicators
- Algorithms setting position signals on past data
- Sentiment analysis of popular Twitter traders using Twitter API and OpenAI API
- Backtesting multiple tickers at once
- Comparing algorithm profit curves
- Charting tools, e.g. backtests that test trend lines
- AI: Transformer as improvement to standard NNs (position encoding time steps)
- Algorithm that builds strategies using multiple indicators and figuring out which combined indicators work the best
- Add credentials file (.env) to call APIs (most importantly binance or alpaca for ticker retrieval)
- Add or use existing backtests in src/controllers/algorithms/backtests
- When adding new backtest, add settings for backtest to frontend code
- npm i, npm start
- Start the Frontend
- node
- install or use mongodb web version
- get api keys and secret of one of 3 exchanges: binance, kucoin, alpaca (recommended binance+alpaca for all tickers)
- Tensorflow code commented out because of software requirements
- Tried C++ NAPI addons for calculations (backtest) - Much slower than typescript because of serialization
- Tried worker threads - Much slower because of serialization between main thread and worker