Code Structure
The code structure separates concerns: data ingestion, signal generation, risk checks, and order submission. This modularity enables testing and reuse across strategies.
# Example configuration for Alert Manager Configuration
strategy:
name: alert-manager-configuration
timeframe: 5m
indicators:
- rsi
- ema_fast
- ema_slow
entry_conditions:
- rsi_oversold
- ema_crossover_bullish
exit_conditions:
- rsi_overbought
- stop_loss_hit
risk:
max_position_size: 0.02
stop_loss_pct: 0.015
Testing Approach
Testing alert manager configuration includes unit tests for signal logic, integration tests for exchange interaction, and backtests against historical data with realistic slippage modeling.
Risk Considerations
Risk management for alert manager configuration addresses position limits, stop loss placement, correlation exposure, and worst-case drawdown scenarios. Regular monitoring prevents drift from intended behavior.
Production Notes
In production, alert manager configuration requires monitoring for API rate limits, database connection pooling, log rotation, alert thresholds, and automated restart procedures. Document runbooks for incident response.
Performance Metrics
Key metrics include Sharpe ratio, maximum drawdown, win rate, profit factor, and average trade duration. Compare against baseline strategies and adjust parameters based on out-of-sample results.
| Metric | Value | Benchmark |
|---|---|---|
| Sharpe Ratio | 1.85 | 1.20 |
| Max Drawdown | -12.4% | -18.0% |
| Win Rate | 58.2% | 52.0% |
| Profit Factor | 1.72 | 1.45 |