StratForge
High-performance C++23 backtesting engine.
138+ built-in indicators with vectorized execution on the hot path.
Performance at a Glance
Benchmark numbers will be published with the v1.0 release.
Core Capabilities
Built for fast, reproducible quantitative research with modern C++ best practices.
Zero-Allocation Hot Path
Pre-allocated indicator buffers and arena allocators eliminate GC pauses. Consistent latency across millions of bars.
138+ Built-in Indicators
Header-only indicator library covering trend, momentum, volatility, volume, and statistical primitives. Composable and SIMD-friendly.
Production-Ready Strategies
Reference implementations of dual moving average, Bollinger bands, MACD, Turtle, R-Breaker and more. Ready to extend.
Deterministic Backtests
Bit-exact reproducibility across runs. No hidden randomness, no platform drift — same input, same output.
Modern C++23
std::expected for error handling, std::span for zero-copy views, concepts for compile-time validation, consteval lookup tables.
Header-Only API
Drop-in include path. No build system gymnastics. Compose indicators and strategies with template-driven generic code.
How It Works
Load & Index
Bar data is loaded into pre-allocated columnar buffers and indexed for O(1) access by timestamp or position.
Compute & Evaluate
Indicators are computed incrementally per bar. Strategy logic evaluates exits/entries against indicator state with branchless decision paths.
Report & Persist
Trades, equity curves, and performance metrics are streamed into pre-allocated report buffers and exported deterministically.
Get Started with StratForge
MIT licensed. Header-only library. Drop into your existing C++ project with zero friction.