domains / families / business / manifoldbt-backtester
manifoldbt-backtester
separate
Runs a declarative strategy spec over OHLCV bars with the manifoldbt Rust engine, pairs the fill log into round trips, and emits the eight inputs the backtest-expert skill scores. Use when the user wants to execute a backtest, measure a rule they have described, obtain win rate / average win / average loss / max drawdown from real bars, or feed backtest-expert with measured numbers instead of estimates.
When to use
- Execute what `backtest-expert` teaches. That skill grades a backtest on five dimensions, and its prerequisites say "metrics are user-provided": it scores numbers it never produces. This skill produces them. It runs a strategy over real bar…
- A user describes a rule and wants it measured
- `backtest-expert` is about to run and the numbers do not exist yet
- A win rate, average winner, average loser or drawdown must come from bars
- A strategy's parameter count must be established for scoring
- Supported: `sma`, `ema`, `rsi` over any OHLC column; one entry condition using `>`, `<`, `>=`, `<=` against another indicator, a price column or a number; optional stop-loss and take-profit; fees and slippage in basis points; long-only. Re…
When not to use
- multi-condition entries
- shorting
- multi-asset universes
- indicators outside sma, ema, rsi
- providing the verdict or thresholds
Skill page
Source