Strategy

A strategy in replaybt is a class that receives completed bars and returns orders. The engine handles everything else — execution, slippage, fees, exits.

Strategy Lifecycle

Engine created
│
├─ configure(config)          # once, before first bar
│
├─ For each bar:
│  ├─ (engine fills pending orders)
│  ├─ (engine checks SL/TP/breakeven/trailing)
│  ├─ check_exits(bar, positions)  # optional custom exit logic
│  └─ on_bar(bar, indicators, positions)  # emit signals
│      │
│      ├─ on_fill(fill)       # after entry fill (next bar)
│      └─ on_exit(fill, trade) # after position close
│
└─ Engine returns BacktestResults

Pages

Page	What you'll learn
Callbacks	on_bar, on_fill, on_exit, check_exits
Declarative	JSON-config strategy with no Python class
Per-Symbol Config	StrategyConfig defaults + per-symbol overrides
Custom Exits	Partial TP, trailing stops, breakeven, post-exit re-entry