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105 lines
4.3 KiB
Markdown
105 lines
4.3 KiB
Markdown
# Backtesting Creation
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The Backtesting Creation page enables you to design, configure, and launch backtests for various trading strategies using historical market data.
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## Features
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### 🎯 Strategy Configuration
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- **Pre-built Strategy Templates**: Choose from popular strategies like PMM, XEMM, Grid, and Bollinger Bands
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- **Custom Parameter Settings**: Fine-tune strategy parameters including spreads, order amounts, and risk limits
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- **Multi-Exchange Support**: Backtest strategies across different exchanges and trading pairs
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- **Position Mode Selection**: Test strategies in ONE-WAY or HEDGE position modes
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### 📅 Backtest Setup
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- **Historical Data Selection**: Choose date ranges for backtesting with available market data
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- **Timeframe Configuration**: Select candle intervals (1m, 5m, 15m, 1h, 1d)
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- **Initial Portfolio Settings**: Set starting balances for base and quote currencies
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- **Fee Structure**: Configure maker/taker fees to match real trading conditions
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### 🚀 Execution Options
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- **Single Backtest**: Run individual backtests with specific configurations
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- **Batch Testing**: Queue multiple backtests with different parameters
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- **Optimization Mode**: Automatically test parameter ranges to find optimal settings
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- **Real-time Progress**: Monitor backtest execution with live progress updates
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## Usage Instructions
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### 1. Select Strategy
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- Choose a strategy type from the dropdown menu
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- Review the strategy description and requirements
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- Load a saved configuration or start with defaults
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### 2. Configure Parameters
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- **Trading Pair**: Select the market to backtest (e.g., BTC-USDT)
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- **Date Range**: Set start and end dates for historical data
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- **Strategy Parameters**: Adjust strategy-specific settings
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- Spread percentages
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- Order amounts and levels
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- Risk management thresholds
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- Refresh intervals
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### 3. Set Initial Conditions
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- **Starting Balance**: Define initial holdings in base and quote currencies
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- **Leverage**: Set leverage for perpetual/futures markets (1x for spot)
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- **Fees**: Input maker and taker fee percentages
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### 4. Launch Backtest
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- Review all settings in the configuration summary
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- Click "Run Backtest" to start execution
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- Monitor progress in the status panel
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- Access results in the Analyze page once complete
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## Technical Notes
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### Data Requirements
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- Historical candle data must be available for the selected date range
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- Order book snapshots are simulated based on historical spreads
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- Trade data is used for volume-weighted calculations
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### Execution Engine
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- **Event-Driven Simulation**: Tick-by-tick processing of market events
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- **Order Matching**: Realistic order filling based on historical liquidity
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- **Latency Simulation**: Configurable delays to model real-world conditions
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### Performance Optimization
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- Backtests run on the backend server for optimal performance
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- Large date ranges are processed in chunks to prevent memory issues
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- Results are streamed to the UI as they become available
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## Component Structure
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```
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create/
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├── create.py # Main page application
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├── components/
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│ ├── strategy_selector.py # Strategy selection interface
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│ ├── parameter_form.py # Dynamic parameter input forms
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│ └── backtest_launcher.py # Backtest execution controls
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└── configs/
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├── strategy_defaults.py # Default configurations
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└── validation.py # Parameter validation rules
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```
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## Supported Strategies
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### Market Making
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- **Pure Market Making (PMM)**: Continuous bid/ask placement around mid-price
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- **Cross-Exchange Market Making (XEMM)**: Arbitrage between exchanges
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- **Perpetual Market Making**: Strategies for perpetual futures
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### Directional
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- **Bollinger Bands**: Mean reversion based on volatility bands
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- **MACD + Bollinger**: Combined momentum and volatility signals
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- **SuperTrend**: Trend-following with dynamic stops
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### Grid Trading
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- **Grid Strike**: Fixed-interval grid with customizable ranges
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- **Dynamic Grid**: Adaptive grid based on market volatility
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## Error Handling
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The creation page handles various error scenarios:
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- **Invalid Parameters**: Real-time validation with helpful error messages
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- **Insufficient Data**: Clear warnings when historical data is missing
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- **Configuration Conflicts**: Automatic detection of incompatible settings
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- **Server Errors**: Graceful fallbacks with retry options |