Introducing CoreTrader - An Object-Oriented, State-Based, Messaging-Enabled Backtester

In this demonstration, we have demonstrated CoreTrader which is an easy to use Object-Oriented, State-Based, Messaging-Enabled Backtester.

A 50% CAGR strategy is used to show how CoreTrader can effectively backtest and analyze past 5 years of data and generate meaningful charts and metrics.

Coretrader has many useful features which are sometimes lacking from commercial back-testing frameworks such as using multi-timeframe analysis, using different buy-sell logic for different strategies and strategies acting in concert with one another.

Its non black-box approach allows for easy access to underlying data structures which helps in debugging and understanding the performance of strategies.