TL;DR
Define the crypto pair, entry, allocation and exit explicitly. The saved BTC spot example enters with 95% of buying power when price exceeds its 50-day average and no BTC is held, then requests a full exit at or below the average. Inspect the actual signal and fill records, including fees and remaining holdings. Keep a changed allocation in a separate candidate and freeze the chosen rules before testing unexamined dates.
Start with the actual saved BTC trend rule
Entry
Price > SMA(50, Day) AND position value = 0
Exit
Price <= SMA(50, Day) AND position value > 0
Allocation
95% of buying power per entry; sell 100% of held units on exit
Pair
BTC-USD
Execution
Market; fractional units enabled
Starting capital
$10,000; no additional deposits
Show the table · 6 rows, 2 columns
| Decision | Saved rule |
|---|---|
| Entry | Price > SMA(50, Day) AND position value = 0 |
| Exit | Price <= SMA(50, Day) AND position value > 0 |
| Allocation | 95% of buying power per entry; sell 100% of held units on exit |
| Pair | BTC-USD |
| Execution | Market; fractional units enabled |
| Starting capital | $10,000; no additional deposits |
No matching rows. Clear the filter to see all records.
This example trades BTC-USD as a spot Cryptocurrency asset. The saved rules were read back and verified with automated trading off.
Watch a recorded entry satisfy both checks
Show the table · 2 rows, 5 columns
Scroll sideways to compare all columns. Select a heading to sort.
| BTC-USD price > BTC-USD 50 day SMA | 61,420.7109 | > | 60,767.4145 | True |
| BTC-USD position value = constant | 0 | = | 0 | True |
No matching rows. Clear the filter to see all records.
At 2024-10-11T13:30:00.000Z, the recorded rule was: BTC-USD last price > 50 Day BTC-USD SMA and Position market value (BTC-USD) = Constant 0. Its overall result was true. Read the individual comparisons below, then ask Aurora to explain how they led to the action.
The signal requested 95 percent of buying power at a submitted price of 61,420.7109. 1 captured Filled order shares this timestamp; Aurora receives those fields with the signal.
Define the trading rule
Choose the full pair and Cryptocurrency asset type. The BTC trend example buys when BTC-USD price is above its 50-day average and no BTC position is held. It allocates 95% of buying power and sells all held units when price is at or below the average. Fractional units are enabled.
Build with Aurora
Use the prepared request in the walkthrough above. Compare the returned saved rules with this guide’s exact entry, exit and sizing before planning a test.
Create an undeployed research draft named BTC trend with $10,000 initial value, crypto support and fractional units enabled. Use BTC-USD as Cryptocurrency in every indicator and action. Buy 95% of buying power when Price(BTC-USD) > SMA(BTC-USD,50,Day) AND PositionValue(BTC-USD)=0. Sell 100% of current BTC-USD positions when Price <= SMA50 AND PositionValue > 0. Use Market execution and cash dividends. Review the draft, correct any validation issues, save it and show its exact saved rules and identifier. Keep automated trading off. Stop after saving.Plan a separate variant and later test
Review the optional next experiment
Keep one changed variant separate from the original. After the development comparison, freeze a chosen version before selecting a later period that has not influenced its rules.
Create one variant, then test unseen dates
Ask: "Change only the entry allocation from 95% to 75% of buying power. Show the rule diff and compare both candidates on the 2024 development period with every other setting fixed." After choosing, freeze the rules and select another test period you have not inspected. The displayed 2024 results already make 2024 a viewed development period. Keep any later revisions in a new research cycle.
Create and backtest with Python
Use the Python SDK route
Python SDK 1.42.0. Save the runner below as run_btc_trend_following.py.
Install and download
python3 -m pip install nexustrade==1.42.0
export NEXUSTRADE_API_KEY="YOUR_API_KEY"
curl --fail --output btc_trend_following.py https://nexustrade.io/seo/strategy-examples/btc-trend-following.py
Create, test and inspect
from btc_trend_following import create_btc_trend_following, backtest_btc_trend_following
book = create_btc_trend_following()
completed = backtest_btc_trend_following()
print(completed["result"])
Run
python3 run_btc_trend_following.py
Python strategy and backtest functions
View complete Python SDK functions
The backtest function submits the 2024 test with SPY as its benchmark, records events and waits for the result. Use a new request key when changing rules, dates or fees.
import nexustrade as nt
def create_btc_trend_following():
asset = nt.crypto_asset("BTC-USD")
return nt.portfolio(
"Public SEO crypto example - BTC 50-day trend",
[
nt.strategy(
"Enter BTC 50-day trend",
((nt.Price(asset) > nt.SMA(asset, 50, "Day")) & (nt.PositionValue(asset) == nt.Value(0))),
nt.buy(asset, 95, "percent of buying power")
),
nt.strategy(
"Exit BTC 50-day trend",
((nt.Price(asset) <= nt.SMA(asset, 50, "Day")) & (nt.PositionValue(asset) > nt.Value(0))),
nt.sell(asset, 100, "percent of current positions")
),
],
initial_value=10000,
supports_crypto=True,
supports_fractional_shares=True,
alerts_enabled=False,
dividend_policy='cash',
)
def backtest_btc_trend_following(client=None):
client = client or nt.NexusTradeClient.from_environment()
operation = client.create_backtest(
nt.backtest(
create_btc_trend_following(),
start_date="2024-01-01", end_date="2024-12-31",
interval="Day", baseline_symbol="SPY",
initial_value=10000, generate_events=True,
dividend_policy="cash",
fee_config={"Stock": {"type": "percent", "amount": 0.1},
"Cryptocurrency": {"type": "percent", "amount": 0.7},
"Option": {"type": "dollars", "amount": 0.65}},
),
idempotency_key="explore-btc-trend-following-2024-spy-v1",
)
return client.wait_for_backtest(operation["id"])
# Build locally: book = create_btc_trend_following()
# Run and inspect: completed = backtest_btc_trend_following(); print(completed["result"])
Create and backtest with TypeScript
Use the TypeScript SDK route
TypeScript SDK 1.42.0. Save the runner below as run-btc-trend-following.ts.
Install and download
npm install nexustrade@1.42.0
npm install --save-dev tsx
export NEXUSTRADE_API_KEY="YOUR_API_KEY"
curl --fail --output btc-trend-following.ts https://nexustrade.io/seo/strategy-examples/btc-trend-following.ts
Create, test and inspect
import { createBtcTrendFollowing, backtestBtcTrendFollowing } from "./btc-trend-following";
async function main() {
const book = createBtcTrendFollowing();
const completed = await backtestBtcTrendFollowing();
console.log(completed.result);
}
main().catch((error: unknown) => {
console.error(error);
process.exitCode = 1;
});
Run
npx tsx run-btc-trend-following.ts
TypeScript strategy and backtest functions
View complete TypeScript SDK functions
The same rules, dates and fees are used in both SDKs. The backtest function keeps its request key across retries.
import * as nt from "nexustrade";
export function createBtcTrendFollowing() {
const asset = nt.cryptoAsset("BTC-USD");
return nt.portfolio(
"Public SEO crypto example - BTC 50-day trend",
[
nt.strategy(
"Enter BTC 50-day trend",
nt.and(
nt.gt(nt.Price(asset), nt.SMA(asset, 50, "Day")),
nt.eq(nt.PositionValue(asset), nt.Value(0))
),
nt.buy(asset, 95, "percent of buying power")
),
nt.strategy(
"Exit BTC 50-day trend",
nt.and(
nt.lte(nt.Price(asset), nt.SMA(asset, 50, "Day")),
nt.gt(nt.PositionValue(asset), nt.Value(0))
),
nt.sell(asset, 100, "percent of current positions")
),
],
{ initialValue: 10000, supportsCrypto: true, supportsFractionalShares: true, alertsEnabled: false, dividendPolicy: "cash" }
);
}
export async function backtestBtcTrendFollowing(client = new nt.NexusTradeClient()) {
const operation = await client.createBacktest(
nt.backtest(createBtcTrendFollowing(), {
startDate: "2024-01-01", endDate: "2024-12-31",
interval: "Day", baselineSymbol: "SPY",
initialValue: 10000, generateEvents: true,
dividendPolicy: "cash",
feeConfig: {
Stock: { type: "percent", amount: 0.1 },
Cryptocurrency: { type: "percent", amount: 0.7 },
Option: { type: "dollars", amount: 0.65 },
},
}),
{ idempotencyKey: "explore-btc-trend-following-2024-spy-v1" }
);
if (typeof operation.id !== "string") throw new Error("Missing backtest ID");
return client.waitForBacktest(operation.id);
}
// Build locally: const book = createBtcTrendFollowing();
// Run and inspect: const completed = await backtestBtcTrendFollowing(); console.log(completed.result);
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