Geger is a framework for building algorithmic trading systems. It designed to be flexible and simple as much as possible. It doesn't have fancy technical indicators or UI, you can do it on your own. Framework is responsible for handling market data events, orders and messages and distribute them across components. Current state: only backtesting mode with trades and quotes as a data source simulation supports only GTC limit orders unlimited number of strategies and other event handlers in single engine support multiple symbols and exchanges in each strategy or event handler wire and internal latency emulation per exchange basis some test coverage Architecture overview High Level Diagram High Level Diagram For Simulation Env Events First of all, it's event driven framework. It has 2 types of events: Exchange events or just simply Event, which includes trades, quotes, order updates, exchange responses. In other words it's everything that exchange(s) can send to our system. At this point of time Event is not customizable and can't be fired from user defined components. Custom events (ak

⚠ 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)