Finish a Node.js backtester with defensible risk and performance measurement. Part 4 covers stop-based position sizing, execution costs, equity-curve drawdown, CAGR, periodic returns, volatility, Sharpe ratio, exposure, and turnover.
Learn how to optimize a trading strategy without grading it on the same history used to choose it. Part 3 covers train/test separation, walk-forward validation, parameter search, robustness, and the multiple-testing problem.
Build the execution loop of a Node.js backtester without leaking future information into results. This tutorial separates signal time from execution time, tracks cash and equity, records trades, and calculates drawdown from the equity curve.
Build the data foundation for a Node.js trading backtester: a reproducible project, validated OHLC input, explicit timestamp rules, and defenses against common backtesting errors.
