Hi, how are you?
At the academy where I started training for AFL, they provided us with the following standard scheme for programming a system (in this case, regular).
/*System name:
Author:
Assets:
Temporality:
Long/Short:
Summary:
*/
_SECTION_BEGIN("System_Name");
// 1. SYSTEM TYPE [ALWAYS]
SetBacktestMode(backtestRegular);
// 2. TIMELINE [ALWAYS]
//Daily, Weekly, Monthly
// 3. INPUT PARAMETERS [OPTIONAL]
// 4. DETECT WATCHLIST (FILTER) [OPTIONAL]
// 5. ANALYSIS SETTINGS [ALWAYS]
// 6. REBALANCING [OPTIONAL]
// 7. MARKET TIMING FILTER [OPTIONAL]
// 8. POSITION SIZE [ALWAYS and the most important ones]
// 9. CALCULATION OF INDICATORS [ALWAYS]
// 10. SYSTEM RULES [ALWAYS]
// 11. STOPLOSS [OPTIONAL]
// 12. TAKEPROFIT [OPTIONAL]
// 13. DELETE EXTRA SIGNALS [OPTIONAL]
// 14. EXPLORER [OPTIONAL]
// 15. SAVE CAPITAL CURVE [OPTIONAL]
// 16. DRAW INDICATORS ON THE CHART [OPTIONAL]
_SECTION_END();
I wanted to ask the community if you think it's correct or not and if there's a better standard scheme.
Thank you very much