The Scripting Language for Quantitative Finance
JavaScript-like syntax with built-in technical analysis, DataFrame primitives, and strategy execution — combining the best of pandas, Pine Script, and MQL5.
Quick Start
Write a complete SMA crossover strategy in just a few lines.
const config = {
mode: "backtest",
symbol: "BTCUSD",
timeframe: "1h",
backtest: { initial_capital: 100000, commission: 0.001 }
};
let df = data.ohlcv(config.symbol, config.timeframe, 500);
df.smaFast = ta.sma(df.close, 10);
df.smaSlow = ta.sma(df.close, 30);
df.forEach((frame) => {
if (ta.crossover(frame.smaFast, frame.smaSlow)) {
strategy.entry("Long", { side: strategy.long, qty: 100 });
}
if (ta.crossunder(frame.smaFast, frame.smaSlow)) {
strategy.close("Long");
}
});Why QuantScript?
Purpose-built for quantitative finance with familiar JavaScript syntax.
JavaScript Syntax
Standard let, const, if, for, arrow functions, destructuring. Only one custom keyword: mode.
DataFrame Primitive
Named, aligned time-series columns — like pandas, but native to the language.
Built-in TA
ta.sma(), ta.rsi(), ta.bbands(), ta.crossover(), and 30+ more indicators.
Strategy Execution
strategy.entry(), strategy.close() with backtest, paper trading, and live modes.
Frame-by-Frame
Each expression computes one value per frame; values accumulate into full DataFrame columns.
CLI + Playground
Run scripts headlessly, replay historical data, or launch a browser-based interactive playground.
Built-in Namespaces
Rich standard library for technical analysis, math, data, and trading.
ta.*
Technical analysis
ta.sma(), ta.ema(), ta.rsi(), ta.bbands(), ta.crossover(), ta.macd()math.*
Math functions
math.abs(), math.sqrt(), math.pow(), math.round(), math.sin(), math.log()array.*
Array operations
array.push(), array.sort(), array.sum(), array.avg(), array.slice()str.*
String operations
str.contains(), str.split(), str.replace(), str.upper(), str.format()data.*
Data access
data.ohlcv(), data.align(), data.fetch()strategy.*
Trading operations
strategy.entry(), strategy.close(), strategy.exit(), strategy.equityOperation Modes
Built-in runtime guardrails that prevent accidental real trades during testing.
Source, clean, and explore market data
Compute indicators and features
Render charts and dashboards
Simulate trades on historical data
Paper trade on live data
Real execution with risk guardrails