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Usage Guide

Detailed command examples for the backtesting CLI live here so run.py can stay a small entry point instead of a large in-file manual.

Quick Start

  1. Install dependencies: pip install -r requirements.txt
  2. Download cached data: python run.py --download ES NQ YM RTY CL GC YM SI
  3. Validate cache: python run.py --validate-data python run.py --validate-data YM --tf 5m
  4. Run a backtest: python run.py --backtest --strategy sma_pullback --symbol ES --tf 1h
  5. Open the dashboard: python run.py --dashboard

Available Strategies

Current examples:

  • sma_pullback for trend-following pullback entries
  • ict_ob with alias ict_order_block
  • additional strategies are discoverable through python run.py --help

Known Symbols

Preloaded in instrument_specs; unknown symbols fall back to generic defaults.

  • ES, NQ, YM, RTY for US equity index futures
  • CL, NG for energy
  • GC, SI, PL for metals (PL data quality may be poor)
  • ZC, ZB for grains and bonds
  • 6E for CME FX futures

Commands

Data Download

python run.py --download 6E 6B 6J 6A 6C 6S
python run.py --validate-data
python run.py --validate-data YM
python run.py --validate-data YM --tf 5m

Single Backtest

python run.py --backtest --strategy channel_breakout --symbol 6A --tf 30m --dashboard
python run.py --backtest --strategy rfp_fractal --symbol NQ --tf 1h --dashboard

Walk-Forward Optimization

python run.py --wfo --strategy three_bar_mr --symbol YM --tf 1h

Portfolio Backtest

python run.py --portfolio-backtest --dashboard
python run.py --portfolio-backtest --portfolio-config path/to/config.yaml

Batch Runs

python run.py batch --strategies diamond_breakout --symbol ES NQ YM RTY CL NG GC SI 6E 6B 6J 6A 6C 6S --tf 5m 30m 1h
python run.py batch --strategies kc_breakout --symbol ES NQ YM --tf 1m 5m

WFO Batch

python run.py wfo-batch --strategies sma_pullback ict_ob --symbol ES --tf 1h
python run.py wfo-batch --strategies sma_pullback --symbol ES NQ CL GC YM RTY --tf 1h

Terminal Dashboard

python run.py --dashboard
python run.py --dashboard --dashboard-port 8080

Notes

  • Strategy IDs and aliases are interchangeable on the CLI.
  • --tf uses the same timeframe labels as cache filenames, such as 30m, 1h, 4h, and 1D.
  • batch and wfo-batch accept multiple --symbol and --tf values.
  • --workers N overrides the process-pool size for batch modes.
  • Settings can be overridden with QUANT_BACKTEST_ environment variables or a local .env file.