StratRider is a powerful, extensible backtesting framework designed to help quantitative traders and algorithmic strategy developers evaluate trading strategies with precision and flexibility. Built with a clean, modular architecture, StratRider allows you to seamlessly test strategies across various markets and timeframes.

StratRider follows a component-based architecture that separates concerns into specialized modules:

• Data Connector Layer: Flexible interfaces for fetching historical data from various sources

  • Cryptocurrency exchange APIs
  • SQL/NoSQL databases
  • CSV files and other local data formats

• Data Processing: Transform and enhance market data

  • Normalization and resampling
  • Technical indicator calculation
  • Feature engineering

• Strategy Implementation: Create and test trading algorithms

  • Simple interface for implementing new strategies
  • Parameter optimization
  • Signal generation

• Backtesting Engine: Core simulation system

  • Order execution modeling
  • Position sizing
  • Commission handling
  • Portfolio tracking

• Performance Analysis: Comprehensive metrics

  • Advanced risk/reward calculations
  • Drawdown analysis
  • Win rate and profit factors
  • Sharpe ratio, CAGR, and other key performance indicators

• Reporting: Visualize and share results

  • Interactive HTML reports
  • Performance charts and trade analysis

• Multi-Asset Support: Test strategies across cryptocurrencies, stocks, forex, and more
• Customizable Data Pipelines: Add your own data sources and preprocessing techniques
• Extensible Strategy Framework: Implement and test virtually any trading approach
• Detailed Performance Metrics: Make data-driven decisions with comprehensive analytics
• Visualization Tools: Understand your strategy's behavior through intuitive visualizations

[Installation and quick start guide coming soon]

StratRider: Navigate the markets with confidence.