The run Command

The run command executes a strategy backtest. This chapter provides a comprehensive guide to all available options.

Basic usage

algo run --strategy <name> --symbols <symbols> [flags]

At minimum, a strategy and at least one symbol must be specified.

Flag	Default	Description
`--date-from`	`2010-01-01`	Start date (YYYY-MM-DD)
`--date-to`	Today	End date (YYYY-MM-DD)
`--use-first N`		Use only the first N% of data (in-sample)
`--use-last N`		Use only the last N% of data (out-of-sample)

algo run --strategy kbt --symbols @ES --date-from 2015-01-01 --date-to 2024-12-31

The --use-first and --use-last flags are useful for dividing data into in-sample and out-of-sample periods:

# Train on first 70%
algo run --strategy kbt --symbols @ES --use-first 70

# Test on last 30%
algo run --strategy kbt --symbols @ES --use-last 30

Flag	Default	Description
`--bar-interval`	`daily`	Bar size: `daily`, `weekly`, `monthly`, `Nm`, `Nh`
`--bar-building-mode`	`natural`	`natural` or `session`
`--max-bars-back`	`263`	Maximum lookback period
`--no-look-inside-bar`	`false`	Disable intra-bar order evaluation
`--bouncing-ticks`	`0`	Bouncing ticks percentage (0-100)

Flag	Default	Description
`--session-hours`	Symbol default	Trading hours (e.g., `9:30am-4:00pm`)
`--session-days`	Symbol default	Trading days (e.g., `Mon-Fri`)
`--timezone`	Exchange timezone	IANA timezone (e.g., `America/New_York`)
`--no-out-of-session-execution`	`false`	Disable shadow bar processing

Flag	Default	Description
`--slippage-mode`	`per-unit`	`per-unit` or `per-trade`
`--slippage-ticks`	`0`	Number of ticks of slippage

Flag	Default	Description
`--commission-mode`	`per-unit`	`per-unit`, `per-trade`, or `percentage`
`--commission-amount`	`0`	Commission amount (supports currency: `2.50USD`)
`--commission-percentage`	`0`	Commission as percentage of trade value

Flag	Default	Description
`--initial-capital`	`1000000`	Starting capital (supports formats: `USD100000`, `100,000 USD`)
`--position-size`	`1`	Default contracts/shares per trade
`--risk-free-rate`	`0.04`	Annual risk-free rate for Sharpe calculation

Override strategy input defaults from the command line:

algo run --strategy macrossover --symbols @ES --inputs LenFast=5,LenSlow=50

Multiple inputs are comma-separated. Values must match the type of the corresponding struct field.

Apply logarithmic detrending to remove trend bias:

algo run --strategy kbt --symbols @ES --detrend 0 --detrend-mode simple

The --detrend argument specifies which data series indices to detrend (0-based). The mode can be simple or regression.

When running multiple symbols, use --parallel to run them concurrently:

algo run --strategy kbt --symbols @ES,@NQ,@GC,@CL --parallel 8

The default is 64 workers. Use --parallel 0 for sequential execution.

The --symbols flag supports flexible syntax: