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Limitations

TradeJS is a research, backtesting, signal, and automation framework. It does not remove market, execution, or operational risk.

Use candle-based workflows on 5m+ timeframes. Many examples use 15m.

TradeJS is not designed for high-frequency trading.

Not For HFT​

TradeJS does not optimize for microsecond latency, colocated order routing, order book event simulation, or exchange-specific HFT execution.

Backtesting Caveats​

Backtests are historical simulations. They depend on data quality, assumptions, and implementation details.

Read Backtesting caveats before interpreting results.

Data Quality​

Bad data can make a strategy look better or worse than it is. Check gaps, duplicates, symbol mapping, timestamp alignment, provider differences, and derived context coverage.

Fees and Slippage​

Fees and slippage can materially change results. Model them explicitly where possible, and compare backtest assumptions with observed runtime fills.

No Guarantees​

Do not describe strategies as certain to produce future returns. Use TradeJS to research, test, compare, automate, and analyze.