configure-trade-execution

To set trade execution rules for reliable quant backtests, configure timing, fill price mode, trading fees, slippage, and lot size parameters for your open-xquant strategy to ensure results are reproducible and comparable across variants.

Backtest results change when trade execution assumptions like fees, slippage, timing, and lot size are unstated or inconsistent. Applying standardized execution parameter configuration eliminates these non-reproducible variations in your quant strategy testing.

To configure trading fees and slippage for an open-xquant strategy, apply execution parameter settings that assign realistic trading costs and execution rules, ensuring your US equity or A-share backtest results remain auditable and reproducible.

Open-xquant supports fill price mode and lot size validation by applying built-in validator constraints. These checks prevent fatal execution mismatches that would otherwise invalidate your quant backtest results during strategy testing.

If trade execution parameters don't match the market calendar, built-in validator constraints detect the fatal execution mismatches. Configuring supported market calendar settings prevents these mismatches from invalidating your backtest results.

Use trade execution configuration for quant research when building US equity or A-share strategies. It enforces validator constraints and ensures comparable cost assumptions across different strategy variants during open-xquant backtesting.