FX Backtest Task
fx_backtest_taskRun a transparent rule-based FX backtest on historical spot data using carry and/or momentum signals. Supports MCP Tasks for async execution when clients send task-augmented requests.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| base | Yes | Base currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD. | |
| quote | Yes | Quote currency, 3-letter ISO code. Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD. | |
| end_date | No | Inclusive upper bound, YYYY-MM-DD. | |
| strategy | No | Signal mode: carry, momentum, or carry_momentum. | carry_momentum |
| start_date | No | Inclusive lower bound, YYYY-MM-DD. | |
| event_gated | No | When true, only allow positions during release-event windows derived from announcement_datetime on base and quote calendars. | |
| initial_capital | No | Starting capital for equity-curve calculations. | |
| event_window_days | No | Event gate window in days around each release date (0 means release-date only). | |
| momentum_lookback | No | Momentum lookback in observations for the momentum signal. | |
| transaction_cost_bps | No | Per-side transaction cost in basis points applied on position changes. |