High-performance backtesting engine written in C++(github.com)
github.com
High-performance backtesting engine written in C++
https://github.com/petercerno/trader-backtest
1 comments
Hi, I would like to share with you my own C++ backtesting engine that I have been using for a while for analysing all sorts of cryptocurrency trading ideas and strategies. I think that many people could potentially benefit from a tool like this. Although I have spent a lot of time testing and unit-testing this tool, there still might exist some uncovered bugs. So please use at your own risk. If there is one learning that I would like you to take away from this is that trading is a hard game to master. :) Anyway, I would appreciate your opinions and suggestions for improvement. The tool is definitely far from perfect. Thx!