Multi-asset, multi-strategy, event-driven trade execution and management platform (OEMS) for trading common markets.

Trade crypto, FX, CFD's, traditional markets etc with unified portfolio management at any API-accessible venue.

Allocation-based risk management (allocate x% market exposure to specific strategies).

Discrete strategy feature library - quickly assemble and test new strategies.

Account multicasting - trade as many accounts on as many platforms as desired.

Trade consent via Telegram - Accept, veto or tweak trade setups prior to triggering.

Blockchain signal auditing - publish trade signals to IPFS and Ethereum to emperically prove a models win rate over time.

Order-splitting same-asset trades across venues for large account sizes.

Event-driven backtesting.

Execution simulation (paper trading/forward testing).

Walk forward optimisation (walk forward analysis).

Back office: accounting and compliance reporting.

Browser frontend.

1 minute resolution OHLCV bars for all watched instruments are stored with MongoDB.

Parses tick data where live tick data is available, but doesn't store ticks locally. Tick-based models can be used, but the system is designed for 1Min+ resolution strategies.

Strategy implementations are not included. A simple moving average cross model is included as a guide only.

Custom strategy implementations or any other enquiries: [email protected].

TA-LIB - https://mrjbq7.github.io/ta-lib/.

Based on architecture described by Michael Halls-Moore at QuantStart.com (qsTrader), with inspiration from the writings of E. Chan and M. Lopez de Prado. Thanks all.

GNU GPLv3