Original Summary

What it is: tradingdek.com: build a trading strategy from rules (no code), backtest it on years of Binance data with fees included, then run it as a paper bot or follow its signals. The part I'm proud of: every strategy in the library carries an honest badge from a monthly audit: 20 pairs, a train/unseen split, and a comparison against 500 runs of random entries with the same risk. Of 90 strategy/timeframe combos, only 2 pass. The tool shows that instead of hiding it, including where each result came from (by pair, by quarter, in up vs down markets). Stack: SvelteKit (Svelte 5) frontend; the backtest engine runs in the browser Go + PocketBase backend for signals, bots and the monthly re-audit (GitHub Actions) My own charting library ( tradecanvas ) and data grid Binance public market data Lessons: Testing on 8 pairs gave me a false positive; 20 pairs exposed it. Sample size beats cleverness. The backtester (TypeScript) and the live executor (Go) are two codebases, so I added a bar-by-bar parity test on real candles. It's the most reassuring test I've written. Live trading needed far more safety work than features: stops resting on the exchange, loss caps, auto-pause when live results drift from the backtest. Backtests and paper bots are free Feedback welcome, especially on onboarding: can you get from landing page to your first backtest without help?   submitted by   /u/findingjo [link]   [comments]

  • 情报分类：商业与市场研究
  • 分类依据：内容涉及商业、投资或市场动态
  • 信息来源：Reddit · SideProject
  • 发布时间：2026/10/4 18:58:18