AlphaNodes

A no-code backtesting web service for stocks and cryptocurrencies. Build trading strategies by dragging and dropping blocks, then validate performance against historical data.

Features

Strategy Builder

A node graph editor powered by ReactFlow. Arrange blocks on a canvas and connect them to define your strategy logic.

Indicator Blocks

Block	Description
PRICE	Extract OHLCV values from a bar (open, high, low, close, volume)
SMA	Simple Moving Average (configurable period and source)
EMA	Exponential Moving Average
RSI	Relative Strength Index
MACD	MACD line / Signal line / Histogram
BOLLINGER	Bollinger Bands (upper, middle, lower)
ATR	Average True Range
LOOKBACK	Reference the value from N bars ago

Condition Blocks

Block	Description
COMPARE	Compare two values with an operator (>, <, >=, <=, ==)
CROSSOVER	Detect when value A crosses above value B
CROSSUNDER	Detect when value A crosses below value B
THRESHOLD	Compare a value against a fixed number
CONSECUTIVE	Condition must be true for N consecutive bars

Logic Blocks

AND · OR · NOT

Action Blocks

Block	Description
BUY	Enter a long position (configurable position size %)
SELL	Close a long position with optional risk management: stop-loss (stopLossPct), take-profit (takeProfitPct), trailing stop (trailingStopPct), time-based exit (exitAfterBars)

Supported Assets & Timeframes

Asset Class	Data Source	Timeframes
Stocks (US / KR)	Yahoo Finance	15m · 30m · 1h · 1d · 1w · 1M
Crypto	Binance API	15m · 30m · 1h · 4h · 1d · 1w · 1M

• Korean stocks: enter the KOSPI symbol directly (e.g. 005930.KS)
• Crypto: use Binance format without hyphens (e.g. BTCUSDT, ETHUSDT)

Performance Metrics (21 total)

Total return, annualized return, max drawdown (MDD), Sharpe ratio, Sortino ratio, Calmar ratio, annualized volatility, win rate, average win/loss, profit factor, average holding period, largest win/loss, initial and final capital, total fees paid, peak capital

Internationalization

Full Korean (ko) and English (en) support via next-intl. The middleware automatically redirects based on the browser's preferred language.

---

Tech Stack

Purpose	Library
Framework	Next.js 16 (App Router) + React 19 + TypeScript
Node graph	@xyflow/react (ReactFlow v12)
Financial charts	lightweight-charts v5 (TradingView)
State management	zustand
Server data fetching	@tanstack/react-query
Forms	react-hook-form + zod
Technical indicators	technicalindicators
Stock data	yahoo-finance2
Crypto data	Binance REST API (free)
Styling	Tailwind CSS v4
i18n	next-intl
Modals	@radix-ui/react-dialog
Testing	vitest + @vitest/coverage-v8

---

Project Structure

backtest-app/
├── app/
│   ├── [locale]/
│   │   ├── page.tsx                  # Strategy builder (home)
│   │   ├── results/[strategyId]/     # Backtest results page
│   │   └── layout.tsx                # Locale-aware layout
│   ├── api/
│   │   ├── backtest/route.ts         # POST: run backtest
│   │   ├── market-data/route.ts      # GET: fetch OHLCV data
│   │   └── search/route.ts           # GET: symbol autocomplete search
│   ├── layout.tsx                    # Root layout
│   └── globals.css                   # Dark theme CSS variables
│
├── components/
│   ├── builder/
│   │   ├── BuilderCanvas.tsx         # ReactFlow canvas
│   │   ├── BuilderSidebar.tsx        # Block palette
│   │   ├── BuilderToolbar.tsx        # Save / load toolbar
│   │   ├── AssetSearch.tsx           # Symbol autocomplete (300ms debounce)
│   │   └── panels/
│   │       ├── NodeConfigPanel.tsx   # Node parameter editor
│   │       └── RunPanel.tsx          # Run configuration
│   ├── results/
│   │   ├── CandlestickChart.tsx      # Candlestick + indicator overlays
│   │   ├── EquityChart.tsx           # Cumulative return curve
│   │   ├── DrawdownChart.tsx         # Drawdown chart
│   │   ├── MetricsGrid.tsx           # KPI cards
│   │   └── TradeTable.tsx            # Trade history table
│   ├── common/
│   │   └── LanguageToggle.tsx        # Language switcher
│   └── ui/
│       └── Modal.tsx                 # Alert / Confirm / Prompt dialogs
│
├── lib/
│   ├── backtest/
│   │   ├── engine.ts                 # Main backtest loop (server-side)
│   │   ├── strategyEvaluator.ts      # Graph traversal → trade signals
│   │   ├── indicators.ts             # technicalindicators wrappers
│   │   └── metrics.ts                # Performance metric calculations
│   ├── data/
│   │   ├── fetchers.ts               # fetchMarketData (routes by assetClass)
│   │   ├── normalizer.ts             # API responses → OHLCVBar[]
│   │   ├── cache.ts                  # 30-minute TTL in-memory cache
│   │   └── mockData.ts               # Synthetic OHLCV for development
│   └── store/
│       ├── builderStore.ts           # ReactFlow graph state
│       ├── backtestStore.ts          # Backtest result state
│       └── uiStore.ts                # UI state (panel mode, sidebar)
│
├── types/                            # TypeScript type definitions
├── messages/                         # i18n messages (ko / en)
├── i18n/                             # next-intl routing config
├── hooks/                            # Custom hooks (useModal, etc.)
└── tests/
    ├── unit/                         # Unit tests
    ├── integration/                  # Integration tests
    └── fixtures/                     # Shared test data

---

Getting Started

Prerequisites

• Node.js 18+
• pnpm

Installation

git clone https://github.com/your-username/backtest-app.git
cd backtest-app
pnpm install
pnpm dev

Open http://localhost:3000 — the middleware will redirect to /ko or /en based on your browser language.

Production Build

pnpm build
pnpm start

---

Usage

1. Build a Strategy

1. Drag blocks from the left palette onto the canvas
2. Connect block handles to define the logic flow
   • Blue handles (NUMERIC): pass indicator values
   • Green handles (BOOLEAN): pass condition results
3. Click a node to edit its parameters in the right panel

Example — SMA Golden Cross:

SMA(5)  ─┐
          CROSSOVER ──► BUY
SMA(20) ─┘

Keyboard Shortcuts

Shortcut	Action
Ctrl / Cmd + C	Copy selected node(s)
Ctrl / Cmd + V	Paste — each paste offsets by +20px from the previous
Ctrl / Cmd + Z	Undo last action (node add/delete, edge add/delete, paste)
Delete / Backspace	Delete selected node(s) or edge(s)

Shortcuts are disabled when focus is inside a text input field.

2. Run a Backtest

Select the Run tab in the right panel and configure:

1. Asset class (Stock / Crypto)
2. Symbol (with autocomplete: AAPL, 005930.KS, BTCUSDT)
3. Timeframe
4. Date range and initial capital
5. Click Run Backtest

3. Review Results

• Metrics: 21 performance indicators including return, MDD, and Sharpe ratio
• Charts: Candlestick with indicator overlays and trade entry/exit markers
• Equity curve: Cumulative return and drawdown over time
• Trade log: Entry/exit prices, P&L, and exit reason for every trade

4. Save and Load Strategies

Use the Save button in the toolbar to store up to 5 strategies in browser local storage.

---

Testing

pnpm test             # Run all tests once
pnpm test:watch       # Watch mode
pnpm test:coverage    # Generate coverage report

Coverage targets: 80% lines and 85% functions across lib/backtest/ and lib/data/.

---

License

MIT