Hi @Saleh, awesome framework! It looks clean and neat. Super easy to use!
I have several things in mind to improve it, such as:
- Parameters abstraction & yaml/json file to define params, i noticed that jesse has already uses
self.vars to name the parameters, the feature can be further extended to read the parameters from a config file. It will be very useful for strategy parameter tuning
- Custom indicator pattern, there are infinitely many indicators with its own unique implementations, it is impossible for the framework to support all of it, we must encourage strategy developers to be able to develop custom indicators -- furthermore, custom indicators & strategies marketplace/automated trading platform (a la 3Commas) built on Jesse could be a monetization plan for this project. For this one i believe we just have to add a section on Jesse docs to explain how to create a custom indicator (an example and folder structure).
- Unit test sample folder , this one is similar to above, I think to encourage unit testing is very important in developing an algo trading strategy and possibly add command for
- Paper trading/Live trading, i believe this is one of the most essential feature for a trading framework because it makes it super easy for developer to move strategy from backtest to forward-test or deploy on production.
- Web UI, not really important for now and maybe should be developed on a different repo, because currently jupyter notebook should be sufficient, but i think it would be a nice addition in Jesse's roadmap, mainly its functionality is for easier visualization of the trades executed by the strategy so it would be easier for strategy developer to see whether his algo is running correctly (a la tradingview).
And anyway, I think it would be great if we have a public board to show Jesse's development roadmap (possibly linked to github issue and PR?).