How it works

TradeTide turns market data into reproducible backtests through a small set of cooperating components:

• Market data provides timestamped prices and normalizes them into the common series used by the rest of the package.

• Signal rules convert prices and indicators into entry and exit signals.

• The backtester applies those signals, manages positions and cash, and records every transaction in a structured result.

• Costs and execution model spreads, commissions, slippage, and position sizing so the simulated fills remain explicit.

• Performance analysis turns the trade ledger and equity curve into return, risk, drawdown, and ratio metrics.

• The graphical workspace exposes the same workflow interactively for exploring data, strategies, and saved configurations.

The sections below describe the models and conventions used by each component.