diff --git a/README.md b/README.md index 75f5296..5de8b8d 100644 --- a/README.md +++ b/README.md @@ -1,4 +1,16 @@ # autotrader -Copyright 2023-2024 Luke Wilson. All rights reserved. +Autotrader is a forex quantitative trading engine I developed in two weeks using Go. The unique backtesting simulations runs a user-designed trading algorithm against historical market data. The simulation accounts for brokerage fees, hedging, leverage, market orders, limit orders, stop orders, and more. Once a reliable strategy has been identified, the user can run the trading algorithm they created on their live brokerage account. -The source code is only publicly available to view so that I can present it on my resume. +Autotrader inserts layers of abstraction all the way down from the implementation of the trading strategy to the orders and positions maintained by the brokers over their JSON REST APIs. All financial algorithms and data structures used in this project were developed from scratch, including a time series table inspired by the NumPy Python data science library. + +The following page is a report generated by Autotrader when backtesting a naive SMA crossover strategy using realtime Forex market data: + +![images/livetrades-example.jpeg](Graph of live trades as executed by the strategy.) + +![images/profit-example.jpeg](Return on investment of the strategy plotted over time.) + +![images/profitability-example.jpeg](Profitability graph of the strategy.) + +## License + +Zero-clause BSD (0BSD) diff --git a/images/livetrades-example.jpeg b/images/livetrades-example.jpeg new file mode 100644 index 0000000..3d9a483 Binary files /dev/null and b/images/livetrades-example.jpeg differ diff --git a/images/profit-example.jpeg b/images/profit-example.jpeg new file mode 100644 index 0000000..35ef583 Binary files /dev/null and b/images/profit-example.jpeg differ diff --git a/images/profitability-example.jpeg b/images/profitability-example.jpeg new file mode 100644 index 0000000..38c3173 Binary files /dev/null and b/images/profitability-example.jpeg differ