.. DO NOT EDIT.
.. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY.
.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "gallery/quickstart_backtest.py"
.. LINE NUMBERS ARE GIVEN BELOW.

.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        :ref:`Go to the end <sphx_glr_download_gallery_quickstart_backtest.py>`
        to download the full example code.

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_gallery_quickstart_backtest.py:


Your First FX Backtest
======================

This tutorial runs a complete, reproducible FX backtest with TradeTide.  It
uses the bundled EUR/USD data, so no data-provider account or download is
required.  The strategy is deliberately small: Bollinger Bands identify
potential mean-reversion entries, while fixed take-profit and stop-loss levels
make the risk rules explicit.

The result is a compact four-panel report showing price and signals, equity,
open positions, and drawdown.  It is an example workflow—not investment advice
or a claim about live-trading performance.

.. GENERATED FROM PYTHON SOURCE LINES 17-22

Imports
-------

The public API keeps the essential pieces together: market data, an
indicator-backed strategy, exit rules, capital management, and a backtester.

.. GENERATED FROM PYTHON SOURCE LINES 22-29

.. code-block:: Python


    from TradeTide import Backtester, BacktestResult, Currency, Market, Strategy
    from TradeTide import capital_management, exit_strategy
    from TradeTide import BollingerBands
    from TradeTide.times import days, minutes









.. GENERATED FROM PYTHON SOURCE LINES 30-36

Load bundled market data
------------------------

``time_span`` can be a ``timedelta`` (as used here) or a compact duration
string such as ``"3d 6h"``.  TradeTide ships samples for EUR/USD, GBP/USD,
CHF/USD, JPY/USD, and CAD/USD.

.. GENERATED FROM PYTHON SOURCE LINES 36-45

.. code-block:: Python


    market = Market()
    market.load_from_database(
        currency_0=Currency.EUR,
        currency_1=Currency.USD,
        time_span=5 * days,
    )









.. GENERATED FROM PYTHON SOURCE LINES 46-52

Define the signal rule
----------------------

Bollinger Bands compare price with a rolling average and its volatility band.
Adding the indicator to a strategy lets the backtester derive trade signals
from it.

.. GENERATED FROM PYTHON SOURCE LINES 52-57

.. code-block:: Python


    strategy = Strategy()
    strategy.add_indicator(BollingerBands(window=30 * minutes, multiplier=2.0))









.. GENERATED FROM PYTHON SOURCE LINES 58-64

Set risk and sizing rules
-------------------------

Keep the example's assumptions visible.  ``Static`` exits each position at a
four-pip stop loss or take profit; ``FixedLot`` caps both individual size and
simultaneous exposure.

.. GENERATED FROM PYTHON SOURCE LINES 64-74

.. code-block:: Python


    risk_rules = exit_strategy.Static(stop_loss=4, take_profit=4)
    position_sizing = capital_management.FixedLot(
        capital=100_000,
        fixed_lot_size=10_000,
        max_capital_at_risk=10_000,
        max_concurrent_positions=1,
    )









.. GENERATED FROM PYTHON SOURCE LINES 75-81

Run and inspect the backtest
----------------------------

``run`` performs signal evaluation, position handling, and portfolio
simulation.  The chart is a useful first sanity check; evaluate strategies on
appropriate out-of-sample data before making any trading decision.

.. GENERATED FROM PYTHON SOURCE LINES 81-91

.. code-block:: Python


    backtester = Backtester(
        strategy=strategy,
        market=market,
        exit_strategy=risk_rules,
        capital_management=position_sizing,
    )
    backtester.run()
    result = BacktestResult.from_portfolio(backtester.portfolio)
    result.plot_equity_drawdown()



.. image-sg:: /gallery/images/sphx_glr_quickstart_backtest_001.png
   :alt: Equity candles, Maximum drawdown: 0.05%
   :srcset: /gallery/images/sphx_glr_quickstart_backtest_001.png
   :class: sphx-glr-single-img


.. rst-class:: sphx-glr-script-out

 .. code-block:: none


    <Figure size 640x480 with 2 Axes>




.. rst-class:: sphx-glr-timing

   **Total running time of the script:** (0 minutes 2.639 seconds)


.. _sphx_glr_download_gallery_quickstart_backtest.py:

.. only:: html

  .. container:: sphx-glr-footer sphx-glr-footer-example

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download Jupyter notebook: quickstart_backtest.ipynb <quickstart_backtest.ipynb>`

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download Python source code: quickstart_backtest.py <quickstart_backtest.py>`

    .. container:: sphx-glr-download sphx-glr-download-zip

      :download:`Download zipped: quickstart_backtest.zip <quickstart_backtest.zip>`


.. only:: html

 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.github.io>`_