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- title: Getting Started | ||
- title: Documentation | ||
docs: | ||
- home | ||
- themes | ||
- customization | ||
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- title: Examples | ||
docs: | ||
- cheatsheet | ||
- font-awesome | ||
- bootstrap | ||
- index | ||
- data_server | ||
- charts_display | ||
- backtesting |
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--- | ||
title: Backtesting | ||
permalink: /docs/backtesting/ | ||
--- | ||
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# Trading Pal Backtesting Engine | ||
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Trading Pal's advanced backtesting engine combines natural language processing with sophisticated market analysis to test trading strategies across multiple asset classes. Our AI-powered system enables traders to define strategies in plain English while providing comprehensive performance metrics and risk analysis. | ||
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## Natural Language Strategy Definition | ||
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### Example Strategy Commands | ||
```text | ||
"Buy when the 20-day moving average crosses above the 50-day moving average and RSI is below 70" | ||
"Sell if price drops below the lower Bollinger Band and volume is above the 20-day average" | ||
"Long entry when MACD histogram turns positive and price is above 200-day MA" | ||
"Place a buy order for 100 shares when RSI drops below 30" | ||
"Execute short position if price breaks below support with increased volume" | ||
``` | ||
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## Multi-Market Testing | ||
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### Stocks (via Alpaca) | ||
- US Equities | ||
- Real-time data | ||
- Historical prices | ||
- Volume analysis | ||
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### Forex (via OANDA) | ||
- Major pairs | ||
- Minor pairs | ||
- Tick data | ||
- Spread analysis | ||
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### Crypto (via Alpaca) | ||
- Major cryptocurrencies | ||
- 24/7 trading | ||
- Order book data | ||
- Market depth | ||
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## AI-Powered Analysis | ||
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### Strategy Validation | ||
Our AI agents validate trading strategies by analyzing: | ||
- Historical performance | ||
- Risk metrics | ||
- Market conditions | ||
- Correlation analysis | ||
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### Performance Metrics | ||
```json | ||
{ | ||
"totalReturn": "25.8%", | ||
"sharpeRatio": 1.85, | ||
"maxDrawdown": "12.3%", | ||
"winRate": "62.5%", | ||
"profitFactor": 1.75, | ||
"averageTrade": "$245.50", | ||
"tradeCount": 156 | ||
} | ||
``` | ||
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## Advanced Features | ||
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### Multi-Broker Testing | ||
Test strategies across different brokers and markets simultaneously, with unified reporting and analysis. | ||
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### AI Strategy Optimization | ||
Machine learning algorithms optimize strategy parameters based on historical performance. | ||
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### Risk Analysis | ||
Comprehensive risk assessment including VaR, correlation analysis, and stress testing. | ||
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## Natural Language Commands | ||
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| Command Type | Example | Description | | ||
|--------------|---------|-------------| | ||
| Strategy Definition | "Buy when RSI is oversold and MACD crosses up" | Define trading rules in plain English | | ||
| Performance Analysis | "Show me the strategy performance for last month" | Request specific performance metrics | | ||
| Risk Management | "Set stop loss at 2% per trade" | Configure risk parameters | | ||
| Portfolio Management | "Optimize position sizes for maximum Sharpe ratio" | Portfolio optimization commands | | ||
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## Integration with Trading Pal Agent | ||
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### AI Agent Capabilities | ||
The Trading Pal AI agent enhances backtesting by: | ||
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- Validating strategy logic and parameters | ||
- Suggesting optimizations based on historical performance | ||
- Monitoring for potential risks and correlations | ||
- Providing natural language insights and recommendations | ||
- Automating strategy deployment across multiple brokers |
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--- | ||
title: Charts Display | ||
permalink: /docs/charts_display/ | ||
--- | ||
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# Trading Pal Charts Display | ||
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Trading Pal's charting system provides a powerful visualization platform that integrates with our AI trading agent and multiple data sources. The system supports real-time data from both Alpaca and OANDA, enabling comprehensive market analysis across stocks, forex, and cryptocurrencies. | ||
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## Chart Types | ||
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### Candlestick | ||
Japanese candlestick charts with customizable colors and styles for price action analysis. | ||
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### Line | ||
Clean line charts ideal for trend analysis and price movement tracking. | ||
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### Bar | ||
Traditional OHLC bar charts with optional volume indicators. | ||
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### Area | ||
Filled area charts for visualizing cumulative data and volume analysis. | ||
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## Market Coverage | ||
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### Stocks (Alpaca) | ||
- US Equities | ||
- Real-time Level 2 Data | ||
- Pre/Post Market Data | ||
- Historical OHLCV | ||
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### Forex (OANDA) | ||
- Major/Minor Pairs | ||
- Tick-by-Tick Data | ||
- Spread Information | ||
- Position Book Data | ||
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### Crypto (Alpaca) | ||
- Major Cryptocurrencies | ||
- 24/7 Market Data | ||
- Order Book Depth | ||
- Trade History | ||
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## Technical Indicators | ||
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| Category | Indicators | Customization | | ||
|----------|------------|---------------| | ||
| Trend | Moving Averages (SMA, EMA, WMA), MACD, ADX, Parabolic SAR | Periods, Colors, Styles | | ||
| Momentum | RSI, Stochastic, CCI, Williams %R | Overbought/Oversold Levels | | ||
| Volatility | Bollinger Bands, ATR, Standard Deviation | Deviation Multiplier, Period | | ||
| Volume | OBV, Volume Profile, Money Flow Index | Time Periods, Display Style | | ||
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## AI Integration | ||
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### Natural Language Chart Control | ||
Control charts using natural language commands: | ||
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```text | ||
"Show me a 1-hour candlestick chart for EUR/USD" | ||
"Add Bollinger Bands with 20-period and 2 standard deviations" | ||
"Display RSI in a separate panel below" | ||
"Zoom to the last 5 trading days" | ||
"Save this chart layout as 'Forex Analysis'" | ||
``` | ||
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## Interactive Features | ||
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### Chart Controls | ||
- 🖱️ Mouse wheel zoom | ||
- 👆 Click and drag to pan | ||
- 📏 Drawing tools | ||
- 📊 Multi-timeframe analysis | ||
- 🎯 Price alerts | ||
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### Trading Integration | ||
- 💼 One-click trading | ||
- 📈 Position visualization | ||
- ⚡ Real-time order updates | ||
- 💰 P&L tracking | ||
- 🎚️ Risk management overlays | ||
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## Chart Configurations | ||
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```javascript | ||
// Example chart configuration | ||
const chart = new Chart({ | ||
type: 'candlestick', | ||
data: { | ||
symbol: 'NASDAQ:AAPL', | ||
timeframe: '1H', | ||
indicators: [{ | ||
type: 'ema', | ||
period: 20, | ||
color: '#2196f3' | ||
}, { | ||
type: 'bollinger', | ||
period: 20, | ||
stdDev: 2, | ||
fill: 'rgba(33, 150, 243, 0.1)' | ||
}] | ||
}, | ||
options: { | ||
theme: 'dark', | ||
autoScale: true, | ||
volume: true, | ||
crosshair: true | ||
} | ||
}); | ||
``` | ||
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## Advanced Features | ||
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### Trading Pal Integration | ||
The charting system integrates with Trading Pal's core features: | ||
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- AI-powered pattern recognition and alerts | ||
- Automated strategy visualization | ||
- Multi-broker order management | ||
- Real-time position tracking | ||
- Custom indicator development | ||
- Chart-based backtesting |
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--- | ||
title: Data Server | ||
permalink: /docs/data_server/ | ||
--- | ||
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# Trading Pal Data Server | ||
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The Trading Pal data server is an experimental high-performance service that provides real-time market data to support various platform functionalities. This separate server architecture enables multi-functional capabilities including charting, algorithmic trading, AI analysis, and custom indicators. | ||
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## Server Architecture | ||
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### Core Features | ||
- High-performance data processing | ||
- Real-time market data streaming | ||
- Historical data aggregation | ||
- Multi-source data integration | ||
- Custom data feed support | ||
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### Integration Points | ||
- Interactive charting system | ||
- AI trading algorithms | ||
- Technical indicators | ||
- Backtesting engine | ||
- Real-time analytics | ||
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## API Endpoints | ||
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### GET `/data/{symbol}` | ||
Returns real-time market data for the specified symbol. | ||
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#### Parameters | ||
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| Parameter | Type | Description | | ||
|-----------|------|-------------| | ||
| symbol | string | Trading symbol in format `exchange:symbol` (e.g., `NASDAQ:AAPL`, `OANDA:EUR_USD`) | | ||
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#### Example Response | ||
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```json | ||
{ | ||
"symbol": "NASDAQ:AAPL", | ||
"timestamp": "2025-02-13T10:32:00Z", | ||
"price": 150.25, | ||
"volume": 10000, | ||
"bid": 150.20, | ||
"ask": 150.30, | ||
"high": 151.00, | ||
"low": 149.50, | ||
"indicators": { | ||
"rsi": 45.67, | ||
"macd": { | ||
"line": 0.35, | ||
"signal": 0.28, | ||
"histogram": 0.07 | ||
} | ||
} | ||
} | ||
``` | ||
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### GET `/historical/{symbol}/{start}/{end}` | ||
Returns historical market data for the specified symbol and date range. | ||
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#### Parameters | ||
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| Parameter | Type | Description | | ||
|-----------|------|-------------| | ||
| symbol | string | Trading symbol in format `exchange:symbol` | | ||
| start | string | Start date in YYYY-MM-DD format | | ||
| end | string | End date in YYYY-MM-DD format | | ||
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## Data Sources | ||
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### Alpaca Integration | ||
- US Stock market data | ||
- Cryptocurrency data | ||
- Real-time updates | ||
- Historical data | ||
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### OANDA Integration | ||
- Forex market data | ||
- CFD data | ||
- Tick-by-tick data | ||
- Historical rates | ||
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### Custom Data Feeds | ||
- Alternative data | ||
- Economic indicators | ||
- Market sentiment | ||
- News feeds | ||
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## Platform Integration | ||
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### Multi-Functional Support | ||
The data server enables various Trading Pal features: | ||
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- Interactive charting with real-time updates | ||
- AI-powered trading algorithms | ||
- Custom technical indicators | ||
- Backtesting simulations | ||
- Market analysis tools | ||
- Portfolio tracking | ||
- Risk management systems | ||
- Performance analytics | ||
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## Future Development | ||
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### Upcoming Features | ||
The experimental data server is continuously evolving with planned enhancements: | ||
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- Enhanced real-time data processing | ||
- Additional data sources and markets | ||
- Advanced caching mechanisms | ||
- Machine learning data preprocessing | ||
- Custom indicator development API |
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