Strategy Backtesting Process
- Access to the "CTA Backtesting" module
- Import historical data (supports CSV/database format)
- Set backtesting parameters: timeframe, initial capital, commission, etc.
- Select a test strategy (built-in example or customized strategy)
- Analyze backtesting reports: yield curves, maximum retracements, trade details, etc.
Live Trading Operations
- Connecting to the trading gateway:
- Select the corresponding interface (e.g. CTP)
- Enter the account information provided by your broker
- strategy management:
- Adding a strategy in the "CTA Strategies" module
- Setting parameters and trading varieties
- Startup policy autorun
- Transaction Monitoring:
- View positions and orders through the main screen
- Optimize execution using algorithmic trading modules (TWAP, etc.)
Practical advice
- Slippage and fee effects should be considered when backtesting
- Demo testing is recommended before live trading
- Regularly check the status of policy operation
This answer comes from the articleVeighNa: a popular open source quantitative trading framework in ChinaThe




























