A next-generation backtesting engine for Node.js with the following goals:
- optimizied for calculating indices of trading strategies
- intuitive and easy-to-use indicator APIs
- powerful features for data management/ backfills
- advanced features for simulating portfolios of strategies
This project is work in progress and in an early stage. Here is what's currently working:
- determine trading days at U.S. stock exchanges
- load data from Yahoo Finance
- load data from custom sources and resample to trading calendar
- calculate simple indicators, including EMA and SMA
- calculate rudimentary reports
- simulate simple buy-and-hold portfolios
- simulate simple tactical portfolios
The project is part of new and exciting features on TuringTrader.com, which we are planning to release throughout 2021. Consequently, we are committed to reaching a well-rounded featureset and production quality within this timeframe.
The fastest way to add TuringTrader.js to your Node.js project is using our npm package.
We will have full documentation, but we are just not there, yet. Please check out the test cases to see how you can run your own backtests.
This project is part of the open-source effort at TuringTrader.org. If you have any questions or suggestions, please reach out.