TBT Test Before Trade Strategy backtesting

STOCKS & INDICES BACKTEST

Build the rules.
Test the history.

Search an NSE stock or index, combine dynamic entry and exit conditions, and evaluate aggregate strategy performance on historical market data.

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Temporary processing

Historical candles are fetched from Alice Blue for the selected run. A private replay snapshot is available for up to 24 hours.

STEP 1

Set up backtest

Built-in strategy
Select an instrument from the search results.
Alice Blue provides NSE history for approximately two years. Intraday intervals are calculated from 1-minute candles.

STRATEGY

Choose how to define the trading rules

Start with a tested template or build every condition yourself.

PARAMETERS

EMA Crossover

Rules managed by TBT
Risk Settings Optional stop-loss and target

Use zero to disable a stop-loss or target. Risk exits are evaluated server-side using candle ranges.

Signals are evaluated at candle close and execute at the next candle open. Protective risk exits use the candle's assumed open-high-low-close path when both levels occur in one candle.

By using TBT, you agree to the Terms and acknowledge the Risk Disclaimer and Data Limitations.

INTERPRETING THE EVIDENCE

A backtest is a model of assumptions, not a forecast.

Start with fixed rules

Define entry, exit, timeframe and risk settings before reading the result. If a rule changes after you inspect performance, treat the revision as a new hypothesis and validate it on data that did not inspire the change. This reduces the risk of fitting historical noise.

Check the sample

Use enough observations to include different market conditions. Review trade count and whether most performance came from one instrument, period or exceptional trade. Current security lists can introduce survivorship bias, while missing candles and corporate actions can affect long-range comparisons.

Include real-world friction

Historical candles do not guarantee a fill. Brokerage, taxes, spread, slippage, market impact, partial fills and rejected orders can materially reduce results. Intrabar stop and target outcomes also depend on an assumed price path when only OHLC candles are available.

Validate before escalating

Compare nearby parameters, reserve an out-of-sample period and observe the unchanged rule through paper trading. Drawdown can become worse than its historical maximum. Read the Backtesting Learning Guide and Data Source and Limitations before drawing a conclusion.