strategy-backtest

# Strategy backtest ## The sequence 1. **`strategy_compare symbol=…`** — nine built-in strategies over the same bars, ranked. This is the cheap first pass: it tells you whether anything on this symbol has an edge worth testing properly, and the bars are fetched once for all of them. 2. **`backtest symbol=… strategy=…`** on the one or two that stood out. Set **`walk_forward=true`** and give it `folds`. An in-sample result on two years of daily bars is a description of the past, and presenting one as a strategy is the single most misleading thing this server can be used to do. - Set `commission_buy_pct` and `commission_sell_pct` to the user's real fees. IDX defaults are roughly 0.15% buy and 0.25% sell, and the difference between gross and net is where most paper edges live. - `stop_loss_pct`, `take_profit_pct` and `max_hold_bars` change the answer more than the entry rule usually does. 3. **`pine_script symbol=… kind=strategy`** to hand it to TradingView, with the entry and exit conditions carried across. `workflow_run name=strategy_check` and `name=pine_handoff` package steps 1–2 and 3. ## What to report, and what not to - **`warnings` and `inconclusive` are the result**, not a footnote. Read them out. If the backtest says the sample was too small, that is the answer to the user's question. - **ARA/ARB-locked bars break fills.** A limit-up day has no liquidity at the printed price. The backtester flags these; a strategy whose re...