A Configurable Framework for Strategy Backtesting and Trade Management

Summary

This document presents a reusable backtesting template with placeholders for custom indicators, entry and exit rules, and signal generation. Its example logic uses RSI conditions, while optional ADX filtering can restrict trades to periods when the indicator exceeds a selected threshold. The template also provides configurable trading direction, backtest period, leverage, position sizing, stop loss, and up to four take profit exits.

The framework manages long and short positions, closes positions on specified conditions, and formats alerts for execution systems. Published settings use one-minute BTC/USDT futures data over a short date range, but no performance results are reported. The example code contains a potential logic issue: both the long and short entry conditions point to the same long-entry signal. Users must supply and validate their own strategy rules, check implementation details such as sizing and exits, and test for costs and risk before relying on results.

Key ideas

• The template separates user-defined signals from common backtesting and trade-management functions.
• ADX filtering can be enabled to require a minimum trend-strength reading before entries.
• Position direction, leverage, stop loss, and multiple profit-taking levels are configurable.
• The sample source does not provide performance evidence, and its short-entry assignment appears to reuse the long signal.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.