Backtesting Framework

The backtesting framework provides industrial-grade testing of trading strategies with:

Point-in-Time Integrity: Includes delisted tickers to avoid survivorship bias
Transaction Cost Modeling: Models spread, market impact, and fees based on liquidity
Walk-Forward Testing: Tests strategy robustness across different time periods
Monte Carlo Simulation: Assesses strategy performance under various market conditions

This framework allows you to evaluate trading strategies with realistic assumptions about market conditions and execution costs.

Enter Ticker Symbols (comma-separated): For ASX stocks, use the format: APX.AX, WBC.AX, etc.

Strategy: ML strategy uses machine learning scores, technical strategy uses RSI and Bollinger Bands.

Lookback Period (days): Number of days to backtest if start date not specified.

Start Date: Leave blank to use lookback period.

End Date: Leave blank to use current date.

Custom Transaction Cost ($): Enter a fixed dollar amount per transaction or leave blank to use the default model.

Integrated System Portfolio Management