Tutorials
Sixteen worked runs, end to end. Every number on these pages was pasted from a real execution, and the few illustrative ones say so on the page.
Each of these is one run followed from the first command to the number at the end. They are ordered here by what you need before starting, not by difficulty: the first group needs nothing but the binaries, the last needs a recorded tape or a fitted model.
The output blocks are captures, not examples. Where a figure is illustrative rather than measured, its page says so where it prints it.
Nothing but the binaries
RSI mean-reversion backtest
The shipped example from init to a report on the demo tape, and how to read what the report says.
A Rhai strategy from scratch
Write, validate and backtest an interpreted strategy against the same seam a compiled one uses.
A custom feature, proven
Implement a feature over one numeric column and prove its streaming form equals its batch form, bit for bit.
A multi-timeframe strategy
Synthesise a higher timeframe from one base stream and read it without look-ahead.
Searching and validating
Sweep, then walk forward
Search a grid with a ranked sweep, then put the winner through an anchored out-of-sample walk-forward.
Bayesian parameter search
Run a TPE search over a sweep profile and compare it against successive halving and the exhaustive grid.
Monte Carlo and overfitting
Ask a finished backtest how much of its path was luck, and how much of its parameter choice was fitting.
Pairs stat-arb with a cost gate
The pairs template over two real symbols with its round-trip cost floor armed.
Against a paper book
The grid template on paper
Mount the grid strategy on the production live core with the paper exchange behind it.
The A-S maker on a paper book
Mount the Avellaneda-Stoikov maker on the live core and watch it quote against a paper book.
A funding carry across two venues
Open a delta-neutral perp carry from recorded funding rates, and watch the fee table decide the outcome.
Needs a recorded tape, a journal or a model
Record a feed, then replay it
Accumulate your own tape with the recorder, stop it without losing the buffer, and replay it.
Tick replay with a queue model
Replay a tape and make a resting maker order wait its turn in the queue.
A VPIN study over a recorded tape
Fold a trade tape into cumulative volume delta, a footprint grid and two flavours of VPIN.
Replay a journal and pass the fence
Turn on the write-ahead journal, re-fold a recorded session through the real core, and read the verdict.
Fit a model and read what it learned
Fit a gradient-boosted classifier through the pinned trainer, then turn the saved model into a signal.
None of these place a real order
Every tutorial runs against the backtester, a recorded tape or the paper exchange. Two of them mount on the production live core — with paper behind it, which is the point: the same core, the same gates, and nothing reaching a venue.
Pair indicators
The 8 two-series indicators — spread and benchmark kernels behind their own seam — with every parameter and default, rendered from the pair registry.
RSI mean-reversion backtest
Take the shipped rsi_meanrev example from vike-cli init to a report on the demo tape, and read what the run actually says.