VolForge Backtesting Kit — Terminal Edition

Build. Test. Refine. From Your Terminal.

Stop paying monthly fees for backtesting platforms. Own your tools.

The VolForge Backtesting Kit (Terminal Edition) is a professional-grade Python backtesting framework designed for traders who prefer the command line. Beautiful Rich CLI interface, zero GUI dependencies, runs on any system.

What's Inside

📁 ~3,100 Lines of Production Python

🎯 12 Built-In Strategies

Trend Following

• SMA Crossover (10/30)
• SMA Crossover (20/50)
• EMA Crossover (12/26)
• Triple EMA

Mean Reversion

• RSI Strategy (30/70)
• Bollinger Bands

Momentum

• MACD Strategy
• Stochastic Strategy

Breakout

• ATR Breakout (20-day high)

Multi-Factor

• Trend Following Multi
• Mean Reversion Multi
• SMA Cross with Risk Management

Benchmark

• Buy & Hold

📊 15+ Technical Indicators

All indicators return pandas Series — plug directly into your strategies:

• SMA, EMA, WMA
• RSI, Stochastic
• MACD (line, signal, histogram)
• Bollinger Bands (upper, middle, lower)
• ATR, ADX (+DI, -DI)
• On-Balance Volume (OBV)
• VWAP
• Crossover/Crossunder detection

🖥️ Beautiful Terminal Interface

Built with Rich library for a modern CLI experience:

• Interactive menus — navigate with number keys
• Colored tables — green profits, red losses, amber warnings
• Progress bars — see backtests running in real-time
• ASCII equity curves — visualize performance without leaving terminal
• Strategy comparison — test multiple strategies side-by-side
• Parameter optimization — grid search for best settings

⚡ Features

✅ No Monthly Fees — One-time purchase, yours forever ✅ No GUI Dependencies — Works on servers, SSH, any terminal ✅ Yahoo Finance Integration — Fetch any ticker, any timeframe ✅ CSV Import — Use your own data ✅ Realistic Simulation — Commissions, slippage, position sizing ✅ Comprehensive Metrics — Sharpe, Sortino, Calmar, Win Rate, Profit Factor ✅ Trade Log — Every entry/exit with P&L breakdown ✅ Extensible — Easy to add your own strategies and indicators.

📈 Performance Metrics

Every backtest calculates:

• Total Return (%)
• Max Drawdown (%)
• Sharpe Ratio
• Sortino Ratio
• Calmar Ratio
• Win Rate
• Profit Factor
• Average Win / Average Loss
• Total Trades
• Exposure Time

🚀 Quick Start

# Install dependencies

pip install -r requirements.txt

# Launch

python run.py

That's it. Select a strategy, pick a ticker, run the backtest.

Who This Is For

• Quants who live in the terminal
• Developers building trading systems
• Algo traders who want full code control
• Students learning quantitative finance
• Anyone tired of paying for TradingView Premium

Requirements

• Python 3.8+
• pandas, numpy, yfinance, rich

What You Get

• Complete source code (MIT license for personal use)
• 12 working strategies to learn from
• Detailed README with documentation
• Free updates via VolForge Patreon

FAQ

Can I modify the code? Yes! It's yours. Modify, extend, build on top of it.

Does it work on Windows/Mac/Linux? Yes. Anywhere Python runs.

Is this for live trading? No. This is for backtesting and strategy development only. Paper trade before risking real money.

Do I need programming experience? Basic Python knowledge helps. The included strategies work out of the box, but customization requires coding.

From the Creator

"I built this because I was tired of paying monthly fees just to test ideas. Now I own my tools. You should too." — VolForge