Execution model

A backtest is only as trustworthy as the assumptions inside it. Every strategy, typed in plain English or assembled in the visual builder, compiles to the same engine, and where that engine has to make a judgment call at bar resolution, it makes the conservative one: ambiguous situations resolve against the trade, not in its favour. The goal is that a good result survives scrutiny, not that results look good.

Signals, entries and exits#

• Signals are evaluated on completed bars (bar close). The engine never acts on a bar that is still forming.
• Entries are edge triggered: a condition must become true having been false on the previous bar to fire. "RSI above 50" fires once when it crosses, not on every bar the condition merely stays true.
• Entry fills occur at the signal bar's close, with configurable slippage applied against the trade direction.
• Intrabar exit ordering is conservative: stop losses are checked before profit targets on the same bar. A bar that touches both your stop and your target books the loss.
• Fills are gap aware: if a bar opens beyond a stop or target, the fill uses the open price, worse for a gapped stop, better for a gapped target, never the level the market skipped past.

No look ahead#

The single most important guarantee: a backtest can never use information it wouldn't have had live.

• Multi timeframe and cross asset conditions read only the previous completed higher timeframe bar. A 4-hour strategy consulting the daily trend sees yesterday's finished daily bar, never today's still forming one.
• Monthly bars use true calendar closes, not fixed width approximations.
• Indicators are seeded with warm up data before your requested start date, so a 200-period moving average is already correct on bar 1 of your window instead of spending the first months converging.

Related: costs & fees, overfitting, robustness reference.