Java Strategy Backtesting Framework

Overview

A Java-based backtesting engine for evaluating rule-based trading strategies on historical price data. The project includes data loading, signal generation, position management, and PnL calculation using a moving average crossover strategy.

Features

• Clean separation between strategy logic and backtesting engine.
• Pluggable strategy interface for rapid experimentation.
• Simple position management (long-only, single position).
• Trade-by-trade logging with entry, exit, and PnL.
• CSV-based price input for easy experimentation.

Structure

.
├── Backtester.java          # Backtest engine and PnL tracking
├── Load.java                # CSV price loader
├── Main.java                # Entry point
├── Strategy.java            # Strategy interface
├── MovingAverageCrossStrategy.java
└── prices.csv               # Sample historical prices