Enhanced-QuantStart-Backtester-With-Some-Trading-Strategies This repository consists of an event-driven backtester, based on a series of articles written by Michael Halls-Moore from the QuantStart website. The code has been rewritten by hand, modified and improved for most parts. The author gave the direction on how to implement a backtester, but some additional work was necessary to make the code function properly. Some additions have also been added in terms of data handling and strategies implemented: YahooDataHandler that allows to get data directly from Yahoo Finance website and update the latest "bar" in a live manner. HistoricMySQLDataHandler designed to read a MySQL database for each requested symbol from disk, and provides an interface to obtain the "latest" bar in a manner identical to a live trading interface. MovingAverageCrossOverStrat to carry out a basic Moving Average Crossover strategy with a short/long simple weighted moving average. ETFDailyForecastStrategy to carry out a forecast prediction of the price of an ETF on next day, and enter/exit trades based on that pr

⚠ No verified equity curve — no track-record source connected.

No score history is stored yet — only the current score is shown.

⚠ No live verification account connected — ask for proof before buying.

Alerts on changes: coming soon

Prop-firm compatibility not provided.

Data-completeness & trust index (not a profitability rating)