Intraday Backtests

Batch Runner

Run multiple permutations simultaneously — share a base config, vary signal ranking per row

Base Config — shared across all runs

Permutations — 6 runs

Each row is a separate backtest. Per-row settings override the base config.

Quick add:
NameExecutionSignal RankLookbackTrend FilterSelectionTop NStop ×ExpiryShort

Signal Rank — sort candidates by ROC(N) before bar-by-bar; higher momentum gets first slot

Trend Filter — hard gate: removes symbols whose prior close is below MA(N)

Selection — picks top N by relvol or gap% each session from the symbol pool

Execution — bar close (market) = no slippage adj; next bar open = fills on open of next bar

Expiry — max bars after OR closes before entry signal expires (ORB strategies only)

Stop × — stop distance = N × ATR from entry price

6 runs will be queued simultaneously