Devlog 04

Hello :D.

Last devlog I finished up the backtesting engine, strategy module, and added 2 new indicators.

3 new indicators were added to the TechnicalIndicators module:

• Stochastic Oscillator
• ADX (Average directional index - trend strength)
• ATR (Average true range - volatility)

My strategy module was also updated to generate signals for the MACD and Bollinger Bands indicators.

Majority of my time has been taken up by the new PerformanceMetrics module I’ve been working on. This module evaluates the backtesting results with return, risk, drawdown, and trade statistics. It still isn’t finished, but will definitely be done before the next devlog.

Whats next?

Next up will just be more addition of indicators and strategy refinement. After I’ll be setting up the backend wrapper and data handlers to work with the frontend (which I will develop later).