Stop rebuilding strategy boilerplate.
Every module is import-safe strategy code, organized inside a Python package and ready for your Backtrader runner.
Run large batches without waiting all day.
The included runner supports fast multiprocessing, cached market data, timeouts, progress logs, and targeted strategy filters.
Compare results in one dashboard.
Aggregate metrics, open versus closed trades, equity plots, drawdowns, and CSV outputs are built into the workflow.
Research dashboards, ready to inspect.
Every batch run can generate a shareable HTML dashboard with ranked strategies, benchmark comparison, equity curves, drawdowns, and complete run metrics.
UNH
ETH-USD
BTC-USD
A packaged Backtrader research workflow.
The pack is no longer just a loose code collection. It includes a strategy package, TA-Lib based indicators, fast batch execution, result exports, and dashboard generation.
500+ Strategy Modules
- Trend, momentum, reversal, breakout, volatility, and regime systems
- Import-safe Python modules inside the strategies package
- Consistent Backtrader Strategy classes
- Ready for batch discovery and automated testing
TA-Lib Indicators
- Indicator logic built around TA-Lib where applicable
- ATR, RSI, MACD, ADX, Bollinger, Stochastic, and channel systems
- Shared generated base for catalog-style strategies
- Cleaner indicator code for faster iteration
Fast Batch Runner
- Multiprocessing fast mode
- Cached downloads and benchmark reuse
- Per-strategy timeout protection
- Heartbeat progress and skipped strategy logs
Dashboards & Metrics
- HTML dashboard builder for result folders
- Return, Sharpe, drawdown, win rate, and trade counts
- Open versus closed trade visibility
- Optional equity, drawdown, histogram, and rolling return plots
Markdown Manual
- Package structure and usage workflow
- Fast and full-run command examples
- Strategy file rules and maintenance checks
- Result file and dashboard explanations
Automation Ready
- Windows batch runner included
- Symbol, period, interval, and benchmark controls
- Strategy filters for targeted research
- CSV outputs for spreadsheets and downstream analysis
Trusted by algo traders worldwide.
"The Quantile Channel strategy alone made back my investment in two weeks. These aren't toy strategies - they're production-ready systems."
"Finally, professional-grade strategies with proper documentation. The ML-enhanced systems are incredibly sophisticated."
"Clean, well-structured code that actually works. The backtest results match what I'm seeing in live trading."
500+ strategies.
One research stack.
One-time payment. Instant download. Everything you need to build, batch-run, compare, and document a serious Backtrader strategy library without starting from scratch.
Secure checkout via Stripe. Instant access after payment.