Testing Approach
Testing high availability setup includes unit tests for signal logic, integration tests for exchange interaction, and backtests against historical data with realistic slippage modeling.
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 |
Risk Considerations
Risk management for high availability setup addresses position limits, stop loss placement, correlation exposure, and worst-case drawdown scenarios. Regular monitoring prevents drift from intended behavior.
Implementation
Implementation of high availability setup follows a modular architecture. Configuration files define parameters, strategy modules handle logic, and exchange adapters manage execution.
Configuration Example
Configuration for high availability setup uses YAML or JSON format. Key parameters include timeframes, signal thresholds, position sizing rules, and risk limits.
# Example configuration for High Availability Setup
strategy:
name: high-availability-setup
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