138 built-in indicators.
Header-only indicator library covering trend, momentum, volatility, volume, and statistical primitives. Composable templates, SIMD-friendly memory layout.
Backtesting Engine · C++23 · header-only StratForge.
StratForge.
The hot path, forged.
A C++23 backtesting engine with 138 built-in indicators.
재현 가능한 측정 결과나 Python 프레임워크 비교는 아직 공개되지 않았습니다. 버전이 명시된 실행 기록과 측정 방법이 제공될 때까지 기존 개발 목표와 임시 비교를 철회했습니다.
Core capabilities.
Built for fast, reproducible quantitative research with modern C++ best practices, with the discipline to leave nothing on the heap.
Production-ready reference strategies.
Dual MA, Bollinger Bands, MACD, Turtle, R-Breaker and more. Ship-shape implementations you can drop in, fork, or extend.
DualMABollingerMACDTurtleR-Breaker+12
Deterministic backtests.
Bit-exact reproducibility across runs. No hidden randomness, no platform drift. Same input, same output, across compilers, across machines.
SHA-256run_001 ≡ run_002cross-OS verified
Modern C++23.
std::expected for error handling, std::span for zero-copy views, concepts for compile-time validation, consteval lookup tables. The hot path, written in the language it deserves.
// compile-time validated
template<Indicator I>
auto compose(std::span<const Bar>) -> std::expected<R,E>;
template<Indicator I>
auto compose(std::span<const Bar>) -> std::expected<R,E>;
Header-only API.
Drop-in include path. No build-system gymnastics, no link-time surprises. Compose indicators and strategies with template-driven generic code.
#include <stratforge.hpp>
// that's it. no CMake, no linker. just compile.
// that's it. no CMake, no linker. just compile.
How it works.
Three stages, one event loop. Each stage owns its memory and never reaches back across the boundary.
1 Stage 1 · Load & index
Bars in, columns aligned.
Bar data is loaded into pre-allocated columnar buffers and indexed for O(1) access by timestamp or position. No surprise copies, just std::span everywhere.
columnarmmapstd::spanO(1) seek
2 Stage 2 · Compute & evaluate
Indicators tick, strategy decides.
Indicators compute incrementally per bar. Strategy logic evaluates entries and exits against indicator state through branchless decision paths.
incrementalbranchlessSIMD-readyconsteval
3 Stage 3 · Report & persist
Trades and curves, streamed out.
Trades, equity curves, and performance metrics are streamed into pre-allocated report buffers and exported deterministically to Parquet, CSV, or your sink of choice.
ParquetCSVJSONdeterministic
Reference strategies, ready to fork.
Production-quality implementations of the classics. Drop one in, replace the parameters, ship.
▣ TREND
Dual Moving Average
◇ MEAN-REV
Bollinger Bands
∿ MOMENTUM
MACD
▲ BREAKOUT
Turtle
◬ INTRADAY
R-Breaker
Dive deeper.
Two threads to pull on next: the benchmark deep dive, or the live Q&A with the engine authors.
— Benchmarks
Performance
deep dive.
Current evidence status and the information required to publish a reproducible comparison.
Explore the benchmarks →— Q&A
Interactive
Q&A.
Expert-answered questions covering architecture, indicators, strategy patterns, and roadmap. Ask the engine, get an answer grounded in the source.
Open the chatbot →Get started with StratForge.
MIT licensed, header-only, and ready to drop into your existing C++ project. No build-system tax, no runtime dependencies. Just a header and a compiler that understands C++23.
MIT licensed header-only C++23 · clang ≥ 17 · gcc ≥ 13 Win · macOS · Linux
Explore other projects.
StratForge is one of three engines in the StratCraft suite. Same philosophy: open-source where possible, performance-first, no lock-in.
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StratCraft
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