Pre-Publication Checks for Trading Robots and Indicators

Summary

This article describes practical validation checks for automated trading products before publication. It recommends using the platform strategy tester, reviewing error logs, and repeating tests across instruments, timeframes, parameter settings, and account sizes. Visual testing and debugging historical data are presented as ways to inspect program state and trace faults.

The examples cover common trade and runtime failures: insufficient margin, invalid order volume, account limits on pending orders, and symbol-level position or order volume limits. Further checks include respecting stop and freeze distances, handling missing quote history, avoiding array bounds and division errors, and preventing redundant modification requests. The article also advises checking imports and custom indicator calls, monitoring CPU and memory use, and profiling expensive functions. These checks improve software reliability but do not cover every live-trading problem; connection losses, requotes, and server rejections require additional error handling. Passing preliminary checks does not establish that a strategy is profitable or safe under all conditions.

Key ideas

• Use tester logs and repeated runs across varied instruments, timeframes, parameters, and deposit sizes to expose faults.
• Check available margin before sending orders, including pending orders that may require collateral.
• Validate order volumes against minimums, maximums, and allowed increments.
• Account for limits on pending orders and combined positions and orders for each symbol.
• Test runtime safety and resource use, while adding separate handling for live execution failures.

Tags

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