I've spent the last few months building Finctory, a node-based visual environment where you can construct and backtest trading strategies without writing code.
The idea came from a simple frustration — if you want to seriously test a trading strategy as a retail trader you either need to know Python, pay for an institutional platform, or settle for the limited scripting tools inside TradingView. None of those felt right for someone who just wants to visually map out logic and see how it would have performed historically.
What I built:
- A drag-and-drop canvas built on React Flow where strategy logic is constructed as a visual graph
- A custom topological execution engine that sorts nodes by dependency and passes data downstream block by block
- Python/FastAPI backend pulling real historical OHLCV data via yfinance
- Client-side backtesting simulation so everything runs in the browser with no server round trips
It's still very early and there's a lot I haven't solved yet. I'm not claiming it's production ready — I'm looking for people who think about systematic trading to use it, find the gaps, and tell me where the logic breaks down.
Would love feedback from anyone who has tried to build or test a strategy before, technical or not.
I've spent the last few months building Finctory, a node-based visual environment where you can construct and backtest trading strategies without writing code.
The idea came from a simple frustration — if you want to seriously test a trading strategy as a retail trader you either need to know Python, pay for an institutional platform, or settle for the limited scripting tools inside TradingView. None of those felt right for someone who just wants to visually map out logic and see how it would have performed historically.
What I built:
- A drag-and-drop canvas built on React Flow where strategy logic is constructed as a visual graph - A custom topological execution engine that sorts nodes by dependency and passes data downstream block by block - Python/FastAPI backend pulling real historical OHLCV data via yfinance - Client-side backtesting simulation so everything runs in the browser with no server round trips
It's still very early and there's a lot I haven't solved yet. I'm not claiming it's production ready — I'm looking for people who think about systematic trading to use it, find the gaps, and tell me where the logic breaks down.
Would love feedback from anyone who has tried to build or test a strategy before, technical or not.