backtest_signal
Run backtests on trading signals over custom date ranges to evaluate trigger frequency and confidence, aiding strategy optimization.
Instructions
Run a backtest for a signal over a date range. Returns per-day trigger counts and aggregate statistics (trigger rate, avg confidence). Essential for strategy optimization.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| to | Yes | End date YYYY-MM-DD | |
| from | Yes | Start date YYYY-MM-DD | |
| dryrun | No | If true, evaluate without writing to signal_log (default false) | |
| signal_id | Yes | Signal ID (e.g. VOL_SPIKE, TR_PRICE_MOM_Z) |