152.57.133.55 at 04:54, 8 January 2026

2026-01-08T04:54:42Z

← Older revision		Revision as of 04:54, 8 January 2026
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	{\| class="wikitable" style="width:100%"		{\| class="wikitable" style="width:100%"
	\|-		\|-
	! # !! Component !! Purpose		! # !! Component !! Purpose !! Owner
	\|-		\|-
	\| 1 \|\| [[Component:Multi_Timeframe_Analysis\|multi_timeframe_analysis.py]] \|\| MTF alignment across 5 timeframes		\| 1 \|\| [[Component:Multi_Timeframe_Analysis\|multi_timeframe_analysis.py]]
			\|\| MTF alignment across 5 timeframes
			\|\| Pawan
	\|-		\|-
	\| 2 \|\| [[Component:Trend_Analysis_Core\|trend_analysis_core.py]] \|\| Per-timeframe trend direction, MA slopes		\| 2 \|\| [[Component:Trend_Analysis_Core\|trend_analysis_core.py]]
			\|\| Per-timeframe trend direction, MA slopes
			\|\| Chayan
	\|-		\|-
	\| 3 \|\| [[Component:Market_State_Analysis\|market_state_analysis.py]] \|\| Railroad, creeper, volatility, trend phase		\| 3 \|\| [[Component:Market_State_Analysis\|market_state_analysis.py]]
			\|\| Railroad, creeper, volatility, trend phase
			\|\| Vishal
	\|-		\|-
	\| 4 \|\| [[Component:Setup_Quality_Detection\|setup_quality_detection.py]] \|\| 5-factor scoring, A+ to F grades		\| 4 \|\| [[Component:Setup_Quality_Detection\|setup_quality_detection.py]]
			\|\| 5-factor scoring, A+ to F grades
			\|\| Vishal
	\|-		\|-
	\| 5 \|\| [[Component:Signal_Generation\|signal_generation_trade_management.py]] \|\| Direction, filters, entry/stop/target		\| 5 \|\| [[Component:Signal_Generation\|signal_generation_trade_management.py]]
			\|\| Direction, filters, entry/stop/target
			\|\| Chayan
	\|-		\|-
	\| 6 \|\| [[Component:Trade_Execution\|trade_execution_engine.py]] \|\| Execution, position management, P&L		\| 6 \|\| [[Component:Trade_Execution\|trade_execution_engine.py]]
			\|\| Execution, position management, P&L
			\|\| Harshad
	\|-		\|-
	\| 7 \|\| [[Component:Probability_Zone\|probability_zone_analysis.py]] \|\| Probability zones, crash bar [Work in progress]		\| 7 \|\| [[Component:Probability_Zone\|probability_zone_analysis.py]]
			\|\| Probability zones, crash bar <small>[Work in progress]</small>
			\|\| Rikk
	\|-		\|-
	\| 8 \|\| [[Component:Data_Manager\|data_manager.py]] \|\| Data loading, timeframe aggregation		\| 8 \|\| [[Component:Data_Manager\|data_manager.py]]
			\|\| Data loading, timeframe aggregation
			\|\| Harshad
	\|-		\|-
	\| 9 \|\| [[Component:Backtesting_Analytics\|backtesting_analytics.py]] \|\| Performance metrics, reporting		\| 9 \|\| [[Component:Backtesting_Analytics\|backtesting_analytics.py]]
			\|\| Performance metrics, reporting
			\|\| Pawan
	\|}		\|}

152.57.133.55: Created page with "= BacktestIQ – Strategy Simulation Platform Component Architecture = == PART 1: Pipeline Architecture == Pre-aggregated OHLC data (5M, 15M, 1H, 4H, 1D) derived from 1-minute source. At present conversion doesnot happen at runtime, it is done beforehand. data_manager.py just loads pre-converted CSV files.

      Raw OHLC Data (1D, 4H, 1H, 15M, 5M)               │               ▼ ┌──────────────────────────..."

2026-01-08T04:54:13Z

Created page with "= BacktestIQ – Strategy Simulation Platform Component Architecture = == PART 1: Pipeline Architecture == Pre-aggregated OHLC data (5M, 15M, 1H, 4H, 1D) derived from 1-minute source. At present conversion doesnot happen at runtime, it is done beforehand. data_manager.py just loads pre-converted CSV files. <pre> Raw OHLC Data (1D, 4H, 1H, 15M, 5M) │ ▼ ┌──────────────────────────..."

New page

= BacktestIQ – Strategy Simulation Platform Component Architecture =

== PART 1: Pipeline Architecture ==

Pre-aggregated OHLC data (5M, 15M, 1H, 4H, 1D) derived from 1-minute source. At present conversion doesnot happen at runtime, it is done beforehand. data_manager.py just loads pre-converted CSV files.

<pre>
Raw OHLC Data (1D, 4H, 1H, 15M, 5M)
│
▼
┌─────────────────────────────────────────────────────────────────────┐
│ LAYER 1: multi_timeframe_analysis.py │
│ "Are all timeframes pointing the same direction?" │
│ │
│ • Analyzes [1D, 4H, 1H, 15M, 5M] via TrendAnalysisCore │
│ • Calculates weighted alignment score (hierarchical weights) │
│ • 15-minute confirmation requirement │
│ • Output: TimeframeAnalysisResult (aligned, direction, score) │
└─────────────────────────────────────────────────────────────────────┘
│
▼
┌─────────────────────────────────────────────────────────────────────┐
│ LAYER 2: market_state_analysis.py │
│ "What kind of market are we in?" │
│ │
│ 7 Detection Algorithms: │
│ 1. Railroad Trend - Strong one-sided move (consistency > 80%) │
│ 2. Creeper Move - Slow grinding action (avg range < 0.5%) │
│ 3. Volatility Classification - High/Normal/Low │
│ 4. Market State - Trending/Range/Creeper/Momentum │
│ 5. Two-Day Trend - Both days close same direction │
│ 6. Trend Phase - EARLY/MIDDLE/LATE │
│ 7. Institutional Behavior - Fight, Accumulation, BOS │
│ Output: MarketStateResult │
└─────────────────────────────────────────────────────────────────────┘
│
▼
┌─────────────────────────────────────────────────────────────────────┐
│ LAYER 3: setup_quality_detection.py │
│ "How good is this setup? Grade it A+ to F." │
│ │
│ 5-Factor Weighted Scoring: │
│ • Timeframe Alignment (30%) │
│ • Trend Strength (20%) │
│ • Entry Quality (15%) │
│ • Key Level Proximity (20%) [WIP JIRA] │
│ • Risk/Reward (15%) │
│ │
│ Output: SetupQualityResult (grade, score, position_size) │
└─────────────────────────────────────────────────────────────────────┘
│
▼
┌─────────────────────────────────────────────────────────────────────┐
│ LAYER 4: signal_generation_trade_management.py │
│ "Should we trade? What direction? Where's entry/stop/target?" │
│ │
│ Direction Logic: │
│ • MA21 rising → LONG │
│ • MA21 declining → SHORT │
│ • Flat → MTF fallback [WIP market consolidation] │
│ │
│ Gate Filters: Hour, MA Direction, Probability Zone [WIP JIRA] │
│ Output: Signal (direction, entry, stop, target, grade) │
└─────────────────────────────────────────────────────────────────────┘
│
▼
┌─────────────────────────────────────────────────────────────────────┐
│ LAYER 5: trade_execution_engine.py │
│ "Execute the trade, manage the position, calculate P&L" │
│ │
│ Execution: Slippage modeling, Commission (Rs 20/lot), CTT (0.01%) │
│ Position Management: Trailing stop, Breakeven stop, Time exit │
│ Output: Trade objects with complete P&L [WIP JIRA] │
└─────────────────────────────────────────────────────────────────────┘
</pre>

----

== PART 2: Component Index ==

{| class="wikitable" style="width:100%"
|-
! # !! Component !! Purpose
|-
| 1 || [[Component:Multi_Timeframe_Analysis|multi_timeframe_analysis.py]] || MTF alignment across 5 timeframes
|-
| 2 || [[Component:Trend_Analysis_Core|trend_analysis_core.py]] || Per-timeframe trend direction, MA slopes
|-
| 3 || [[Component:Market_State_Analysis|market_state_analysis.py]] || Railroad, creeper, volatility, trend phase
|-
| 4 || [[Component:Setup_Quality_Detection|setup_quality_detection.py]] || 5-factor scoring, A+ to F grades
|-
| 5 || [[Component:Signal_Generation|signal_generation_trade_management.py]] || Direction, filters, entry/stop/target
|-
| 6 || [[Component:Trade_Execution|trade_execution_engine.py]] || Execution, position management, P&L
|-
| 7 || [[Component:Probability_Zone|probability_zone_analysis.py]] || Probability zones, crash bar [Work in progress]
|-
| 8 || [[Component:Data_Manager|data_manager.py]] || Data loading, timeframe aggregation
|-
| 9 || [[Component:Backtesting_Analytics|backtesting_analytics.py]] || Performance metrics, reporting
|}

BacktestIQ Architecture - Revision history

152.57.133.55 at 04:54, 8 January 2026