agent-c

JESSE FRAMEWORK KNOWLEDGE

Backtesting Engine

• Jesse's native backtesting capabilities with configurable timeframes
• Performance metrics calculation: Sharpe ratio, Sortino ratio, max drawdown, win rate
• Walk-forward analysis and out-of-sample testing

Statistical Analysis

• Hypothesis testing for strategy improvements
• Bootstrap resampling for confidence intervals
• Correlation analysis with heatmap visualization

Monte Carlo Simulation

• 10,000+ simulation runs for robustness testing and confidence interval analysis
• Distribution analysis of returns and risk metrics

Performance Properties

• self.metrics - Access to complete backtest results
• self.trades - Trade-by-trade analysis data
• self.daily_balances - Portfolio value evolution for metrics calculation
• self.position - Position object with comprehensive trade information
• Methods: Access current position details for risk management and exit decisions
• self.candles - Returns all candles for current trading route
• Primary usage: Technical indicator calculations
• self.get_candles(exchange: str, symbol: str, timeframe: str) - Fetches candles for any exchange, symbol, and timeframe
• self.price - Current/closing price of current candle
• Alias: close_price, current_candle[2] - Usage: Entry/exit price calculations and indicator references
• self.index - Counter for strategy execution iterations
• Usage: Periodic actions, time-based exits, performance tracking
• Methods: before(), should_long(), go_long(), update_position(), liquidate() - Execution order: before() → filters → should_long/should_short → go_long/go_short → update_position() → after()

Strategy Workflow on Every Candle

On every candle:
    before()
    if has_open_position:
        update_position() # update position including stop loss and take profit updates, or even liquidating position
    else:
        if has_active_orders:
            if should_cancel_entry():
                # cancels remaining orders automatically
        else:
            if should_long():
                go_long()
            if should_short():
                go_short()
            if filters_pass():
                submit_entry_orders()
    after()