Features


Pure Python

Work with one of the most powerful yet easy to use languages. Learn the framework and not a script language

Natural Constructs

a = SMA(period=25) - SMA(period=50)

give you the difference of the two moving averages for each calculation. As easy as that

Built-in Indicators

99 indicators and growing: Moving Averages, Bollinger Barnds, Stochastic, RSI, Directional Index, just find what you need. And of course, run indicators on indicators

Built-in Analyzers

Time Returns, Sharpe Ratio, Variability-Weighted-Returns, SQN, ...

Extensible

Develop your own indicators, analyzers and observers in just a few steps

Event and Pseudo-Vectorized

Run everything on a step by step basis or for added speed with tight pseudo-vectorized loop operations

Multiple Data Feeds (Live too)

From CSV based files, Pandas DataFrames, blaze iterators and including connectivity to Interactive Brokers, Visual Chart and Oanda

Broker Simulation

Including Market, Limit, Stop, StopLimit orders, volume filling strategies, slippage definitions, user extensible commission schemes, futures cash adjustment, long/short selling

Live Trading

With Interactive Brokers, Visual Chart and Oanda

Multiple Data Streams & TimeFrames

The system manages several data feeds simultaneously even if they have different timeframes

Multiple Strategies

Run multiple strategies simultaneously to balance the portfolio with different algorithms

Plotting

Add matplotlib and plotting is already built-in with a single command.