Module strategies 

Strategies over historical and live bars, and the Backtest engine that runs them.

A Strategy computes the studies it needs once, then decides on each closed bar by placing named entry and exit orders through a StrategyContext. Backtest::run fills those orders along each bar’s price path and returns a StrategyReport, so the report’s metrics, its panel and its CSV export work on the result. Needs no egui, so a server can run the same code.

StrategyFactory supplies ten price-action strategies and, with studies, twelve strategies using the chart studies’ public values. Hosts can register their own constructors. Use Strategy::study_inputs and Strategy::set_input to edit bounded parameters before a run. Gap and inside/outside strategies take the host instrument’s tick_size input; their exits are distances from the actual position fill price. The engine’s settings supply size and pyramiding. Built-ins ignore fill callbacks; live tick recalculation follows the run settings.

Backtest::update retains the execution state as the host appends bars or changes the forming bar, and returns StrategyFill events. Backtest::report exposes its report. Feed those events to services::AlertEngine::strategy_fills with both engine features enabled.

optimise runs a lazy grid of input combinations on fresh strategies and yields each combination’s StrategyTrial, using the same bars and backtest settings throughout.

Structs

Backtest

Runs a Strategy over bars and reports the result as a StrategyReport.

BacktestSettings

Account and execution assumptions of a Backtest.

StrategyContext

What a Strategy sees at a decision: the bars up to it and the open position. It places and cancels working orders by id.

StrategyFactory

Creates built-in and host strategies by name.

StrategyFill

One executed order, including an entry, an exit or a margin liquidation. A reversal is one fill whose quantity includes closing the previous position.

StrategyTrial

The input values and report metrics of one optimisation trial.

Enums

Commission

Commission charged once on the entire quantity of a fill, including a reversal.

OrderSize

The default entry size, converted to units at the execution price.

Slippage

Adverse execution adjustment for market and stop fills. Limits never slip.

Traits

Strategy

A trading strategy that decides on closed bars and, when enabled, live ticks.

Functions

optimise

Runs one fresh strategy per combination of inputs, on the same backtest and bars.