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.
No reproducible measurement results or Python comparison are published yet. The previous development targets and placeholder comparisons have been withdrawn until a versioned run and method are available.
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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