Here you can see that changes were made at each release of the main framework.


  • [NEW FEATURE] Testnet Bybit Perpetuals is now supported for backtesting, paper, and live trading
  • [NEW FEATURE] Added all_positions and portfolio_value properties to the strategy API
  • [Improvement] Automated "handling of take-profit and stop-loss that are priced the opposite of what they are supposed to" in strategies by closing the position instead of raising an exception causing the session to terminate.
  • [Improvement] Added support for cancelling (remaining) entry orders in update_position()
  • [Improvement] Error logs are now logged as info logs as well so info logs now include all the logs.
  • [FIX] Fixed Discord notifications not working
  • [FIX] Fixed an error when handling rejected (take-profit/stop-loss) orders in live trading sessions
  • [FIX] Fixed a bug that happened when live trading strategies that require "extra routes"
  • [FIX] The research module has been updated to support usage in Jupyter Notebooks
  • [FIX] Fixed a bug in database migrations

0.30.0 (GUI Dashboard)

  • [NEW FEATURE] GUI Dashboard is now available and replaces the CLI.
  • [NEW FEATURE] Docker setup is improved and is now a first-class citizen of Jesse and is shipped with all newly created Jesse projects. It enabled you to run Jesse with one single command!
  • [NEW FEATURE] Sending feedback and exception reports with optional log-file attachment right from within the dashboard.
  • [NEW FEATURE] Responsive design which makes it easy to use even on mobile devices (if you install Jesse on a remote server)
  • [NEW FEATURE] Added average execution time for optimizing mode
  • [NEW FEATURE] All main forms of the dashboard remember your inputs. So repeating backtests, etc is much easier with a click of a button
  • [NEW FEATURE] Ability to open multiple tabs (inside the dashboard itself) and run multiple candle importing and backtests in parallel.
  • [NEW FEATURE] You can choose between light and dark mode.
  • [BREAKING CHANGE] Environment variables are now set in the .env file, and application settings are now in the settings section of the dashboard. No more and files.
  • [BREAKING CHANGE] DNAs of the optimize mode are now defined in the strategy instead of the file
  • [Improvement] The error handling is now much more robust and reliable.
  • [Improvement] Every time you run an action like a backtest, the action is run in a separate process. This means that the action is not blocking the main process; hence, the main process can continue to run even if an error occurs. One example good that comes out of this is that notifications are now more reliable.
  • [Improvement] Installation of the live-trade plugin is now fully automated. No need to manually find your machine's info, download, and install.
  • [Improvement] Faster backtest execution with the debug mode enabled because of no actual terminal printing
  • [Improvement] Improved handling of database connections
  • And much more! This was the biggest release yet.


Starting from version 0.30.0, this page will include changelog of the live-trade plugin as well.


[Improvement] Change Python version validation to recognize 3.10 (understood it as 3.1 before) [Improvement] The CSV created from the optimization mode now uses tab delimiter, as sometimes chars from the DNA would mess up the file. [Improvement] The CSV created from the optimization mode now includes all metrics from the backtest. [Improvement] Added missing REQUIRED_PACKAGES to [DEPRECATED] 3D and Week candles have been removed, as they differed from the exchange.


  • [BREAKING CHANGE] on_take_profit() and on_stop_loss() event methods have been removed, and replaced with the on_closed_position() method.
  • [Improvement] If the price difference between the current price and order price are significantly small (less than 0.01%) Jesse will use a MARKET order instead of LIMIT or STOP. This probably has no effect on your backtests but prevents some communication errors from exchange's side in live trading mode.
  • [Improvement] Replaced crypto_empyrical package with quantstats. This means now the metrics in Jesse's metrics report and Quantstat's HTML reports should be identical.
  • [NEW FEATURE] Added smart sortino, smart sharpe and serenity options for the optimize mode's fitness metric.


  • [NEW FEATURE] Add support for FTX Futures exchange's perpetual futures trading (both live-trade and backtest).
  • [NEW FEATURE] Add initial support for Bybit Perpetuals driver (backtest only).
  • [NEW FEATURE] Added wavelet_denoising() utility function.
  • [Improvement] Can handle many of order rejection events that sometimes happen from exchange's side instead of requiring to restart your live session.


  • [NEW FEATURE] Add combinations_without_repeat utility to create unique combinations. Useful for optimize mode.
  • [NEW FEATURE] New indicators: Arnaud Legoux Moving Average, Holt-Winter Moving Average, Natural Moving Average, Ehlers Distance Coefficient Filter, Moving Average Bands, Ulcer Index, Moving Average Adaptive Q, MWDX Average, Variable Length Moving Average, Square Root Weighted Moving Average, Squared Weighted Moving Average, Variable Power Weighted Moving Average, Cubed Weighted Moving Average, JSA Moving Average, End Point Moving Average, Ehlers Predictive Moving Average, Wavetrend, Hurst Exponent
  • [NEW FEATURE] - New Moving Averages added to the ma indicator.
  • [Improvement] Minor code optimizations.
  • [Improvement] Packages updated - Update websocket-client from 1.1.0 to 1.1.1, Update scipy from 1.7.0 to 1.7.1, Update pandas from 1.3.0 to 1.3.1, Update numpy from 1.20.3 to 1.21.1, Update pydash from 5.0.1 to 5.0.2, Update requests from 2.25.1 to 2.26.0, Update ta-lib from 0.4.20 to 0.4.21
  • [FIX] The ma indicator now better handles volume which is needed for vwap and vwma.
  • [FIX] The kaufmanstop now uses the correct formula for long and now supports the matype parameter.


  • [NEW FEATURE] Introduces a plugin-based system for exchange drivers.
  • [BREAKING] Requires a present in the project.
  • [CHANGE] Adjustments in the candle store as was required by the live trade mode.
  • Minor bug fixes


  • [NEW FEATURE] Added new utility functions that are used in statistical analysis of the prices such as for writing statistical arbitrage strategies: z_score, are_cointegrated, prices_to_returns
  • [IMPROVEMENT] Refactored how we execute routes in the live trade mode so the order of execution is the same as defined in the file. This makes it possible to write strategies that depend on it such as statistical arbitrage.
  • [IMPROVEMENT] Added support for M1 macs.
  • [CHANGE] The numba package has become an optional package which was a requirement for supporting M1 macs. Now numba won't be installed by default. This means, if you are an M1 user, you don’t have to install numba and you can install Jesse as before and it will work just fine. If you are NOT an M1 user, then you can still take advantage of numba by installing it through running pip install numba.
  • [IMPROVEMENT] Minor bug fixes


  • [NEW FEATURE] Added self.log method for easier logging from withing the strategy file.
  • [NEW FEATURE] Added new properties to the Strategy API: liquidation_price, mark_price, funding_rate, next_funding_timestamp
  • [NEW FEATURE] Implemented the liquidation mechanism for the isolated mode in backtests, and both isolated and cross in live mode.
  • [NEW FEATURE] New indicators: Jurik Moving Average, Chande Kroll Stop, Choppiness Index, Pascals Weighted Moving Average, Symmetric Weighted Moving Average, Bandpass filter, Inverse Fisher Transform applied on RSI, KDJ
  • [NEW FEATURE] devstop, rvi, and zscore indicators now let you choose the devtype.
  • [Improvement] Packages updated - Update matplotlib from 3.4.1 to 3.4.2, Update numpy from 1.20.2 to 1.20.3, Update ta-lib from 0.4.19 to 0.4.20, Update websocket-client from 0.59.0 to 1.0.1, Update click from 7.1.2 to 8.0.1
  • [Improvement] Available matypes used in some indicators extended.
  • [Improvement] Improved handling of none string values in the logger


  • [BREAKING CHANGE] For consistency ta.vwmacd now accepts signal_period instead of signalperiod
  • [Improvement] Updated Docker images. By TheCrazyLexopen in new window.
  • [Improvement] Packages updated - scipy from 1.6.2 to 1.6.3, arrow from 1.0.3 to 1.1.0, quantstats from 0.0.30 to 0.0.32, websocket-client from 0.58.0 to 0.59.0, quantstats from 0.0.32 to 0.0.34, pytest from 6.2.3 to 6.2.4
  • [Improvement] Rounding for live or paper now uses the required precision from the exchange. Could have caused exceptions before for coins with exotic precision requirement.
  • [Improvement] risk_to_qty and size_to_qty now round the qty down. As in some conditions the qty would otherwise exceed the self.available_margin / leading to the InsufficientMargin exception.
  • [Improvement] risk_to_qty now also accepts precision parameter.
  • [Improvement] The full report (quantstats) now uses 365 trading days for the metrics which makes its calculations crypto friendly. By sbkhoshopen in new window and mblumopen in new window.
  • [Improvement] The ExampleStrategy imports ta and utils by default now.
  • [FIX] Error in ta.minmax solved. Namedtuple changed: min -> is_min and max -> is_max
  • [FIX] Setting configs via environment variables now also works when spaces are involved. By julesGoulleeopen in new window.
  • [NEW FEATURE] New indicator: Polarized Fractal Efficiency (PFE)


  • [NEW FEATURE] Added HTML reports with a more complete set of metrics and charts enabled by the --full-reports flag in your backtests. By nicolay-zlobinopen in new window.
  • [NEW FEATURE] New indicators: Elder Ray Index (ERI), ttm_trend, kurtosis, mean_ad, median_ad, skewness
  • [Improvement] Added a check for the right symbol format (with dash) for the import candle mode - preventing possible confusion and resulting errors.
  • [Improvement] A @cached property has been added to improve performance and avoid unnecessary repeated calculations. It's applied where sensible in the Strategy class and available via import to be used on indicators inside a users Strategy as well. Some strategies might see a huge boost because of this.
  • [Improvement] All indicators now use the helper functions same_length and slice_candles.
  • [Improvement] self.metrics is now only calculated if a trade happened leading to a performance boost.
  • [Improvement] The old way of working with strings in python (format) has been replaced with much faster f-strings leading to a performance boost.
  • [FIX] Incorrect InsufficientMargin exceptions that were caused by reduce_only orders.
  • [FIX] An error with the json export of the backtest that occurred is now fixed.
  • [FIX] Using futures mode you had to add all the used assets to the file - although that should have only been needed for spot mode. This is not necessary anymore. Additionally the spot mode now gives clearer error if assets are missing in the config.
  • Multiple preparations for the live trade plugin. Other modes are unaffected by them.


  • New indicators: Fibonacci's Weighted Moving Average (FWMA), Sine Weighted Moving Average (SINWMA), Chande Forcast Oscillator (CFO), Kaufman Efficency indicator, High Pass Filter 2-Pole, Supersmoother 3-Pole, Kaufmanstop, Safezonestop, Devstop, RSMK, STC, RVI, VWAP,
  • New timeframes: 45m, 12h, 3D, 1W
  • [Improvement] The indicators now use the configured warmup_candles
  • [FIX] Spot should work no again thanks to a fix by discoheadopen in new window
  • [FIX] Sometimes users faced a InsufficentMargin error - this was caused by a small bug in the handling leverage of market orders.
  • [Improvement] Durations are now displayed without decimals. By maebertopen in new window
  • [Improvement] The crossed utility should be a little faster now, as we only use numpy there now.


  • Added metrics property to the Strategy API.
  • Added available_margin property to the Strategy API.
  • Added leverage property to the Strategy API.
  • Updated the behavior of capital. It now returns wallet balance.
  • Added support for leverage (except for a liquidation mechanism)
  • [BREAKING CHANGE] Change config values to work with the leverage support. Now instead of margin you need to enter futures.
  • Added total_cost to Position model.
  • Added roi (return on investment) property to the Position model. It is calculated while considering the leverage, the same way it is done on Binance Futures.
  • Added RSX indicator.
  • Added Market Change metric.
  • Added signal_line(), streaks(), kelly_criterion(), strictly_increasing(), strictly_decreasing(), and dd() utility functions.
  • Added trades property to the Strategy API for getting previous executed trades by nicolay-zlobinopen in new window.
  • Updated the docker image. Updated the docs to work with docker-compose. By julesGoulleeopen in new window.
  • Exported trades as json now include considering_timeframes by julesGoulleeopen in new window.
  • Added --skip_confirmation flag to import-canldes command to avoid confirmation on candle duplicates by Gabriopen in new window.


  • [BREAKING CHANGE] Dropped support for Python 3.6
  • [BREAKING CHANGE] Changed the syntax for symbols to use a - in the middle to separate the base and quote assets. Instead of BTCUSD you now need to enter BTC-USD.
  • Added elitism to genetic/evolution algorithm by fjelicopen in new window


  • [BREAKING CHANGE] Pass the order object as a parameter for event methods such as on_open_position, on_take_profit, on_stop_loss, on_reduced_position, and on_increased_position methods.
  • Fixed a bug for adding to open positions using and self.sell.
  • Added increased_count and reduced_count properties to the Strategy API.
  • [BREAKING CHANGE] Removed is_reduced and is_increased properties.
  • Added the after() method the to Strategy API
  • [BREAKING CHANGE] Renamed prepare() method to before()


  • Added a route validation
  • Improved performance of loading candles for cases with multiple routes
  • Added routes property to the Strategy API
  • Improvements in exception messages
  • Added has_active_entry_orders property to the Strategy API
  • Improved plotting of orders on the generated charts for backtest by (macd2)[]
  • Fixed handling open trade at the end of backtest


  • Added support for Python 3.9
  • Fixed calculations of formulas depending on Quantopian's empyrical package (like annual return, Sharpe Ratio, etc) using our own forkopen in new window of it.
  • Changed default value of type for all exchanges in to margin
  • Added damiani_volatmeter indicator


  • Changed the color of printed logs in --debug mode to white for more readability
  • Fixed a bug where should_cancel() was being executed in strategies with multiple entry orders
  • Made caching configurable. You can now change the settings for your cache driver or completely disable it
  • Added sum_floats() and subtract_floats() utility functions
  • Fixed a bug where position stayed open with a close-to-zero size caused by rounding issues in Python
  • Fixed for a bug in detecting executed orders with candles with gap
  • Added support for reduce-only orders (take-profit and stop-loss orders)
  • Added VossFilter indicator
  • Added TrendFlex indicator
  • Added ReFlex indicator
  • Added High Pass Filter indicator
  • Added Roofing indicator
  • Added DV indicator


  • Added support for balance handling for trading on spot markets
  • Improved calculation and logging of fees (when --debug flag is enabled)
  • Improved calculation of daily balance change. It is now more accurate.
  • Improved format in displaying of currencies. Instead of 10000, it now displays 10,000.


  • Made number of warmup candles configurable
  • Fixed an issue with log folder being absent in newly created projects by jparklevopen in new window
  • Improved performance of the chande indicator


  • Added the --cpu option for the optimize mode to specify the number of cpu cores to use when running the optimize mode.
  • Improved monitoring dashboard of the optimization mode.


  • Renamed hyper_parameters() method to hyperparameters()
  • Fixed --dna flag in "jesse routes" command
  • Improved error detection in the optimize mode
  • Fixed when few of DNA trials caused optimize session to fail entirely
  • Optimize mode's traceback is now printed to a log file
  • Improved optimize mode's monitoring dashboard
  • Fixed an issue with newly created projects missing the log directory
  • Added .csv and .json files to gitignore of newly created projects


  • Implemented the initial version of the optimize mode which uses the Genetic Algorithm to find the best parameters for your strategy.


  • Suppression of the "FutureWarning: pandas.util.testing is deprecated" caused by empyrical
  • Added KST indicator
  • Added Coppock curve indicator
  • Added vortex indicator
  • Added EFI indicator
  • Added Chandelier Exit indicator
  • Update of scipy and matplotlib
  • Fixed issue related to NegativeBalance
  • Some fixes and additions related to pytest


  • Refactored directories that generated output files are stored at (csv, json, tradingview, charts).
  • json logs files are disabled by default. You now HAVE TO use the json flag to enable it.
  • Added CSV output for completed trades by h0keopen in new window.




  • Fix issue #34open in new window
  • Made filter misusage exception more readable
  • Added new ratios in metrics: Calmar, Sortino, Omega
  • Improve TradingView output by Gabriopen in new window
  • Added supersmoother indicator
  • Added gauss indicator
  • Added itrend indicator
  • Added faulty indicator
  • Added beta indicator
  • Added LINEARREG_ANGLE - Linear Regression Angle indicator
  • Added LINEARREG - Linear Regression indicator
  • Added AVGPRICE - Average Price indicator
  • Added VWMACD - Volume Weighted Moving Average Convergence/Divergence indicator
  • Added AD - Chaikin A/D Line indicator
  • Added keltner indicator by jeremytregunnaopen in new window


  • Fixed an issueopen in new window with filters.
  • Fixed an issueopen in new window with CWD
  • Added new indicators: Hull Moving Average, Zero-Lag Exponential Moving Average, Donchian Channels, Empirical Mode Decomposition, RSI Laguerre Filter, True strength index (TSI), Fractal Adaptive Moving Average (FRAMA), Awesome Oscillator, Alligator, SMMA (Smoothed Moving Average)