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Hey r/algotrading,
I spent the last few months building AlphaEngine, a Python framework for backtesting and deploying trading strategies. I got tired of rewriting the same boilerplate (portfolio tracking, position sizing, stop management) for every new strategy idea, so I built a proper modular framework.
**What it does:**
* 5 strategies (momentum, mean reversion, breakout, RSI+MACD, grid trading)
* Interactive Streamlit dashboard with equity curves, candlestick charts with trade markers, strategy comparison
* Parameter optimization with Sharpe ratio heatmaps
* Monte Carlo stress testing (shuffle trade order, see distribution of outcomes)
* Risk management: drawdown halts, Kelly criterion sizing, ATR stops, trailing stops
* Binance + Alpaca exchange connectors
**Screenshots:**
[Overview](https://preview.redd.it/l2iz14rex2kg1.png?width=3416&format=png&auto=webp&s=f1d85fc640e3ad623ce355cf71846a8f83bf4b98)
[Trades](https://preview.redd.it/p6drj04jx2kg1.png?width=3374&format=png&auto=webp&s=f6277603d38f28756a9bede0ebff904158d0901f)
[Monte Carlo](https://preview.redd.it/plsq9zkpx2kg1.png?width=3376&format=png&auto=webp&s=6b1c4a7526df9d393bd91bbd015e83bba22fc8b5)
**The free version** has 1 strategy + indicators + portfolio tracker: [https://github.com/Leotaby/alpha-engine](https://github.com/Leotaby/alpha-engine)
**The full version** with all 5 strategies, dashboard, optimizer, Monte Carlo, and an MQL5 Expert Advisor
It's built to be extended, adding a new strategy is \~20 lines (inherit from BaseStrategy, implement generate\_signals()). All indicators are computed from scratch, no TA-Lib dependency.
These are well-known technical analysis strategies. The value is in the engineering infrastructure, not secret alpha.
Happy to answer questions about the architecture or implementation.