Inputs
The inputs section of the XetaAI Backtester
Last updated
The inputs section of the XetaAI Backtester
Last updated
Long Condition The long condition specifies the criteria for opening a long (buy) position. This can be based on indicators, price action, or other technical conditions like moving average crossovers or RSI thresholds.
Short Condition The short condition defines the criteria for opening a short (sell) position. Similar to the long condition, this could involve specific indicator values or price action patterns that trigger a short entry.
Enable Reverse Order When enabled, this feature allows the system to automatically reverse positions. For example, if a long position is open but a short condition is met, the system will close the long position and open a short one.
Trigger (Once, Once per Bar, Once per Bar Close) This setting determines how often a trade is triggered:
Once: Executes the trade only once when the condition is met.
Once per Bar: Executes trades every time the condition is met within each bar.
Once per Bar Close: Executes trades after the current bar closes, reducing false signals that might occur within the bar.
Start Date This defines the start date for the backtest. The user can test the strategy over a selected period, starting from a specific date to evaluate long-term performance or focus on specific market conditions.
End Date Specifies the end date of the backtest period, allowing the user to define the timeframe they want the strategy tested against.
Base Order Size Sets the initial order size when the strategy is triggered. This is the starting position for the first trade.
First DCA Size Determines the size of the first Dollar-Cost Averaging (DCA) order. DCA helps average the position’s cost by placing additional orders at predefined intervals.
X Leverage Specifies the leverage applied to each trade. Leverage allows traders to control a larger position with less capital, effectively magnifying both gains and losses.
Show Liquidation (Tick Box) When enabled, this option displays the liquidation price for leveraged positions, showing where the position would be liquidated due to insufficient margin.
Close at Liquidation Level (Tick Box) When checked, this ensures that the position will automatically close when the liquidation price is reached, protecting against the risk of being liquidated.
Enable DCA Orders Enables the use of DCA, which places additional orders as the price moves against the position, helping to average the entry price over time.
Base Size Type (% or Dollar) Defines whether the base order size is calculated as a fixed amount in dollars or a percentage of the account balance. This allows for flexible position sizing.
Total Number of Orders Sets the maximum number of orders (including DCA) that can be placed for each trade. Once this number is reached, no further orders will be triggered.
Price Deviation Specifies the price deviation required to trigger additional DCA orders. If the price moves a certain percentage away from the original position, DCA orders will be placed.
Step Scale Adjusts the interval between subsequent DCA orders. A higher step scale means DCA orders will be placed further apart, while a smaller scale results in orders being placed closer together.
Volume Scale Scales the size of DCA orders based on trading volume. Larger volumes may trigger larger DCA orders, while smaller volumes may result in smaller DCA orders, adapting to market conditions.
Force Disable Stop Loss (Tick Box) When checked, this option disables the stop loss for the strategy, meaning the position will not be automatically closed for losses.
Enable Take Profit Orders Enables take-profit orders, which automatically close a position once a predefined profit level is reached.
Take Profit Type (Trailing, Single Take Profit)
Trailing: The take-profit level moves with the price, locking in profits as the market moves in favor of the position.
Single Take Profit: A fixed take-profit level is set, and the position is closed when that price is reached.
Single Take Profit Percent of Position Size, Take Profit Distance Specifies the percentage of the position to take profit at, and the distance (in price or percentage) between the current price and the take-profit level.
Trailing Take Profit (Activation, Trail %)
Activation: Defines when the trailing take-profit will activate, typically when the price moves in favor by a specified amount.
Trail %: The percentage by which the take-profit level will trail the price as it moves in favor of the position.
Stop Loss Orders Defines when stop-loss orders should be triggered, which are used to limit losses by automatically closing positions when they move against the trader.
Enable Stop Loss (Tick Box): Enables the use of stop-loss orders in the strategy.
Stop Loss Type: Specifies how the stop loss is calculated, based on the current or initial entry price, or a percentage of the position size.
Order Type (Market): The order type used for the stop loss, usually a market order to exit the position at the current market price.
