| So, I have created a new app over the last few months. A full app, focused on backtesting tickdata. Its a client (browser), in which you can set tests parameters, run tests, show candle graphs and show backtesting reports etc. The server is heavily focus on performance, spawning a thread for each new instrument. It saves all tick data to binary Float64Arrays (so very fast) and has a structure that allows multiple tick engines to be set (so you could run multiple EA's in parallel on the same instrument). Compared to MetaTrader and Cloud9Trader: * No 'locked-in' IDE required like with MetaTrader and Cloud9.. You can just use your own favorite code editor, or instead use the one supplied in the client (same as cloud9 IDE) * Full parallel testing (every instrument spawns a new thread, very fast) * Every tick is async, so could be used in all kind of ways * 100% Javascript, easy to learn, easy to extend, easy to do tons of stuff. * Build-in Moving average indicators etc (more is coming up) * A fully separated server and client (server has rest client with express, client will become Angular2, but quick and dirty for now with socket.io) * Build in API for fetching data from broker, that can be extended to fit custom broker * Build in data converter for reading/writing binary to cache * Some unit tests are in place (will become more) So the question is now, what to do with it? I know Metatrader is fully opensource, and I lean to do to the same. I could be releasing it in the following ways: * Fully fledged Electron desktop apps for windows, linux, mac. * Host my own backtest server * Put all on github and let the community play. You could build custom clients on it (and only use the backtest server and rest calls) or use it as it is meant to be used, to start writing stock testing scripts It will be my first opensource project, so any thoughts are more then welcome. Many many thanks
DutchKevv |
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