Principles
FXAlgoFolio is based on more rigorous statistical principles than basic backtests. Because algorithmic trading is inherently a hands-off business, the goal of this project is to provide the test bed that helps you detect problems with your trading systems and more reliably identify problematic systems and produce more realistic expectations of system performance than backtests. The intended outcome of a project based on this framework is a portfolio of algorithms statistically tested to produce consistent returns.
This project is the result of extensive research into existing knowledge about trading forex markets, from introductory content to in-depth financial papers. The conclusion of this research is to keep everything simple as a retail trader.
Platform-specific implementations
License
For the sake of keeping this a FOSS project, the various platform implementations of FXAlgoFolio are licensed under the Affero General Public License version 3.0 (terms accessible under each project in the framework).
Under the terms of the license, you can download and modify this project for your own personal use and still keep your trade secrets! However, if you share (sell) this or a derived work, the source code must be provided.