There seems to be no maintained package for trading backtesting framework like a framewokr in python called backtrader I did come across dysonance/Strategems.jl JuliaQuant/TradingLogic.jl Anyone in the process of creation or knows of a package that i have not come across ?

Absolutely, there are lots of different approaches. Lots of folks are trying to solve a particular problem before thinking of any big framework. I believe that’s what rbeeli (Rino B.) · GitHub is doing. I fully agree with @g-gundam that ReactiveBayes/Rocket.jl is an excellent foundation for a core …

[image] j_u: However, I have the feeling that these are still, in a sense, separate processes rather than a fully unified framework. I would agree with that assessment. TradingPipeline.jl is the sum of my current experiments. It’s just starting to become a cohesive system, but there are a t…

That video is impressive! [image] g-gundam: For live testing and live trading, I intend to setup some websocket clients. I haven’t gotten around to doing that yet, but hopefully very soon. Tons of example around for that. I recommend using JSON3 for parsing/encoding JSON. Wrote this a while…

I forgot about dydx, and I didn’t know you wrote a little client library for their exchange. I will check it out.

Well, the V3 exchange is going to close. Hyperliquid is all the range and they focus on v4 and v5 but now that they are on a separate chain (v4), the API isn’t so trivial anymore and v3 cannot be ported. :frowning:

Hey @g-gundam , thanks for providing all this info. Very interesting. I am writing a bit more. Maybe you find something to your interest. Architecture In the outline I provided above, Redpanda serves as a Central Processing Unit (CPU), unifying the system and making it easily expandable. It support…

@j_u - Let’s take a step back from the technologies for a bit, and help me understand what kind of analysis you’re doing. Let me use myself as an example first. I’m looking at price and indicators derived from price data all on the same chart. I’m looking for patterns on that chart may imply futu…

When you look at your data, what are you looking for? I think that as the Efficient Market Hypothesis (EMH) is facing constant criticism, it seems worthwhile to explore various routes to identify potential market inefficiencies. Personally, I prefer to have an investment thesis supported by a nar…

[image] j_u: BTW, are you always focused solely on those crosses? No, there are more techniques, but cross-based strategies are kind of like the “Hello, World!” of automated trading, so that’s what I started with. A few more ideas that I use a lot and consider the core building blocks of my …

[image] j_u: QuestDB I just checked this one out. Their SAMPLE BY extension to SQL is really handy. [image]

Backtesting framework

Specific Domains Finance and Economics

FemtoTrader June 27, 2025, 9:13pm 43

I’m very pleased to know that OnlineTechnicalIndicators.jl is being used!

We probably also need something like

in Julia to decouple backtesting tools from strategy execution and monitoring

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Backtesting framework

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