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Experiments in backtesting trading systems in Clojure

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trateg

Trateg is an experimental platform for backtesting and analyzing financial instrument trading strategies in clojure.

Seeks to provide tools to run backtests on financial time series and analyze results.

Provides a light convenience wrapper over ta4j as well as a very early attempt at a pure clojure implementation of something similar.

Usage

See the examples directory for some usage examples.

License

Copyright © 2019 Justin Tirrell

This program and the accompanying materials are made available under the terms of the Eclipse Public License 2.0 which is available at http://www.eclipse.org/legal/epl-2.0.

This Source Code may also be made available under the following Secondary Licenses when the conditions for such availability set forth in the Eclipse Public License, v. 2.0 are satisfied: GNU General Public License as published by the Free Software Foundation, either version 2 of the License, or (at your option) any later version, with the GNU Classpath Exception which is available at https://www.gnu.org/software/classpath/license.html.

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