Labels: examples, priority: low
Description
Provide 2-3 reference strategy implementations that exercise the full platform end-to-end. These serve as integration tests and onboarding examples.
Candidates
- Mean reversion: Buy when a liquid equity drops > 1.5 std devs intraday; sell on reversion to mean. Simple, well-understood, good for validating fill simulation.
- Momentum / trend-following: Buy on breakout above N-day high. Tests position management and multi-day holding.
- Pairs trading: Co-integrated pair (e.g., SPY vs QQQ). Tests multi-symbol replay and relative value logic.
Each example should include a config file, a backtest script, and expected output for a known data window.
Depends on: #31 (Backtesting Harness)
Labels:
examples,priority: lowDescription
Provide 2-3 reference strategy implementations that exercise the full platform end-to-end. These serve as integration tests and onboarding examples.
Candidates
Each example should include a config file, a backtest script, and expected output for a known data window.
Depends on: #31 (Backtesting Harness)