The Allasso Backtester enables you to upload your own custom entry and exit signals using a simple CSV or Excel file format. This is useful for modeling discretionary strategies, overlaying external systems, or testing signals generated by external research or models.
๐ผ๏ธ Where to Upload
In the Signals section of the backtester:
- Set Select Signal to Upload Signals
- Use the file input to upload your CSV or Excel file
Once uploaded successfully, youโll see โUpload completeโ in green.
๐ File Format Requirements
Your signal file must contain three columns:
| Column Name | Description |
|---|---|
date |
Trade signal date (format: DD.MM.YYYY) |
entry |
1 if signal triggers an entry on this date, 0 otherwise |
exit |
1 if signal triggers an exit on this date, 0 otherwise |
โ If the file is an Excel file, the data must be on the first sheet.
โ Date format should be consistent throughout the file.
๐ Example File
| date | entry | exit |
|---|---|---|
| 03.01.2006 | 1 | 0 |
| 08.02.2006 | 0 | 1 |
| 16.03.2007 | 1 | 0 |
| 14.05.2007 | 0 | 1 |
โ๏ธ How the Backtester Uses Signals
- Each
entry = 1will be matched to the nextexit = 1 - The strategy will enter a position on the entry date and hold it until the corresponding exit
- During the holding period, it will maintain the selected structure, rolling if your DTE rules apply
- If there is no matching exit after an entry, the strategy will continue to hold and roll until the end of the backtest or todayโs date (depending on your settings)
๐ Use Cases
- Upload historical signals from your proprietary model
- Simulate discretionary trade entries and exits
- Test external market indicators or research overlays
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