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BTQuant is a groundbreaking framework crafted for Backtesting, Forward Trading, and Live Trading. Whether you're a seasoned quant or a new algorithmic trader, BTQuant brings powerful features that integrate effortlessly with Backtrader and JackRabbitRelay—offering the closest simulation of real-world trading conditions. With 1-second WebSocket data feeds and access to 400+ exchanges, the framework is engineered to give you total control over your trading environment.
- Comprehensive Strategy Testing: Powered by Backtrader, our backtesting module allows traders to test strategies on historical data, simulating real-market conditions with precision.
- MS SQL Integration (Optional): Easily manage large volumes of data with Microsoft SQL Server—streamlining your backtesting and strategy analysis.
- Optimized Infrastructure: Effortless setup that ensures scalability and security for data-driven decisions.
- Next-Level Simulation: Forward test on 400+ simulated exchanges with JackRabbitRelay—a powerful tool to mimic market conditions and test strategies before going live.
- Broker Independence: No need to rely on external brokers. Act as your own broker, giving you unmatched flexibility.
- Hyper-Realistic Environments: Designed to simulate second-by-second market dynamics, enabling robust performance analysis.
- Real-Time Trading: Live trade using 1-second WebSocket data feeds from Binance, ByBit, Mexc and PancakeSwap for decentralized exchanges.
- Seamless Strategy Deployment: Deploy your trading strategy in as few as 50 lines of code, empowering you to focus on market analysis rather than infrastructure headaches.
- DCA Logic: Implement automatic Dollar Cost Averaging (DCA) to refine your entry and exit points.
- PancakeSwap: Experience decentralized trading with 1-second WebSocket data.
- Linux VPS for JackRabbitRelay (Tested on: Arch (Garuda Linux), Debian 12.5 (Bookworm))
- Python 3.12+
- Custom-Backtrader (found in the
dependenciesfolder) - JackRabbitRelay for live trading
- JackRabbitRelay Mimic for forward trading
- Large datasets in CSV format—Binance.com 1minute Candle Stash at Protondrive
- Microsoft SQL Server for advanced data handling and backtesting capabilities
To install JackRabbitRelay, follow the detailed guides:
Run this command in your terminal (Make sure to have build-essential, unixodbc-dev, and Python3-dev packages installed):
curl -fsSL https://raw.githubusercontent.com/itsXactlY/BTQuant/refs/heads/mainv2/install.sh | bashThis script will handle the setup of the virtual environment, installation of dependencies, and configuration of the framework for Linux systems.
python3 Crypto_CCXT_BollingerBands.py- Setup: Copy
dontcommit.py.templatetodontcommit.pyand fill in the identification strings from your JackRabbitRelay setup, or Privatekey for Web3 Access. - Run Forward/Live Trading on Binance:
python3 __LIVE__Binance.py- Run Forward/Live Trading on PancakeSwap:
python3 __LIVE__PancakeSwap.pyBTQuant provides a wide variety of pre-built trading strategies that you can quickly plug into your trading environment. Whether you're backtesting, forward trading, or live trading, you can choose from the following strategies:
- RSI Strategy (
"rsi") - Relative Strength Index-based strategy for identifying overbought/oversold conditions.- SMAC Strategy (
"smac") - Simple Moving Average Crossover strategy for trend-following trades.- MACD Strategy (
"macd") - Moving Average Convergence Divergence strategy for momentum and trend following.- EMAC Strategy (
"emac") - Exponential Moving Average Crossover strategy for more reactive trend trading.- BBands Strategy (
"bbands") - Bollinger Bands-based strategy for volatility and mean reversion trades.- Buy And Hold Strategy (
"buynhold") - A simple buy-and-hold strategy.- Ternary Strategy (
"ternary") - A custom ternary decision-based strategy.- QQE Example Strategy (
"qqe") - A Quantitative Qualitative Estimation (QQE) trading strategy for smoother signals.- Order Chain by KioseffTrading (
"OrChainKioseff") - Advanced order chaining strategy for complex execution.- SMACross with MESAdaptivePrime Strategy (
"msa") - Enhanced moving average cross strategy with adaptive prime filters.- SuperSTrend Scalping Strategy (
"STScalp") - A scalping strategy designed around SuperSTrend indicators for quick entries and exits.- Nearest Neighbors + Rational Quadratic Kernel (
"NNRQK") - NearestNeighbors Rational Quadratic Kernel Machine Learning Strategy with alot magic inside. Simple, yet effective.
You can specify the strategy when configuring your backtest, forward trading, or live trading setup by using the corresponding string:
strategy_name = "rsi" # Replace with your desired strategySimply replace "rsi" with any of the above strategy codes to select the one that fits your needs!
Note: These strategies can be customized or extended to fit your unique trading style.
- Mimic 400+ exchanges for forward testing with unrivaled accuracy.
- Live 1-second WebSocket data feeds for real-time trading, bypassing common data delays.
- Act as your own broker, giving you total control and independence.
- Built-in DCA logic, reducing your entry risks.
- Plug-and-play 50-line code setup for strategy deployment.
- MS SQL Integration for traders handling large datasets, ensuring security and efficiency.
- PancakeSwap integration for decentralized trading experience.
** Ready to Take Your Trading to the Next Level?**
Clone, install, and get trading now!
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