Simtrade

sim - trade - backtest

Create Equity Market Trading Portfolio Models

Quantitative algorithmic equity portfolio modeling r&d, management and deployment, using node.js

Develop your model, then simulate a trade history and backtest that simulation for performance analysis

Deploy your model to trade in your Alpaca brokerage account

Automated trading schedules can then be managed through Windows Task Scheduler

EXAMPLES

Create

./Library/Models/MyAlgo.js

Run

your_directory/Simtrade/> node process.js backtest 2500 MyAlgo

your_directory/Simtrade/> node process.js trade 0 MyAlgo

(Azure SAS and Alpaca Key are required in ./Library/Secrets

Contact me for necessary config settings and 'how-to conform to Simtrade' necessary coding standard)

For Research and Development

Running a backtest first time will copy version of ./Library/Models/MyAlgo.js

to ./Output/MyAlgo/MyAlgo_1.js and create ./Output/MyAlgo/MyAlgo_1_sim.csv

and ./Output/MyAlgo/MyAlgo_1_backtest.csv

incrementing the number on each run