Edit hypothesis
Update this hypothesis. Existing backtest runs are not affected.
Basics
Universe
Event conditions (all must hold)
Missing data excludes the event. Percentages are entered as whole numbers. Dated observations are usable only after they were first collected.
%
Entry & exit
Entry fill realism
Market price = reference bar price. Actual buy-in = simulated fill after slippage/delay.
Benchmark & costs
Portfolio
Overlapping signals share capital. Each open trade uses 1 / max concurrent positions of the initial equity. Set to 1 to enforce strictly non-overlapping trades.