Documentation

Guides, concepts, and reference for backtesting trading strategies on STLab — from your first backtest to the Python DSL.

• Run your first backtest — Go from zero to a checked result in about five minutes — no code required.
• Reading a backtest result — What the numbers mean — and how to tell a real edge from luck or overfitting.
• Validation Lab: walk-forward & Monte Carlo — Two stress tests that separate a real edge from one lucky stretch.
• Long, short & Auto reversal — The three ways a strategy can trade direction — and what each one costs.
• Data providers & their limits — Where the candles come from, why history depth varies, and what the Verified badge means.
• AI Strategy — Describe a trading idea in plain words; get runnable Python you can test and edit.
• Condition Builder — Assemble entry and exit rules on the chart — no code, and the result is visible while you build.
• Code editor — Write strategies in Python with the stlab library — full control, live validation, multi-timeframe.
• Charts — Explore markets, stack indicators, and backtest exactly what you see on screen.
• Indicator reference — What each indicator measures, how to read it, and the mistake it usually invites.
• Starter Library — Browse published strategies with frozen, verifiable results — star them, fork them, publish your own.
• Parameter Sweep — Test a whole range of parameter values in one run — and read the results without fooling yourself.
• Python DSL (stlab) reference — The stlab library you write in the Code editor — indicators, signals, position, costs, and multi-timeframe.
• Plans & limits — Every quota and feature gate, by plan — generated from the app's own plan definitions.
• REST API reference