Skip to main content

Pre-Live Checklist

Complete this checklist before adding --makeOrders. A successful backtest or signal-only run is not sufficient authorization for live execution.

Research​

  • The hypothesis, parameter search, and selection rule are documented.
  • Data used for selection is separated from out-of-sample validation.
  • Results are acceptable across relevant regimes, symbols, and subperiods.
  • Performance is not concentrated in a few trades or symbols without a clear reason.
  • Nearby parameter values and higher costs do not destroy the result.
  • Fees, slippage, latency, funding, borrow, and fill assumptions match the venue.

Data and Causality​

  • Candle continuity, duplicates, timestamps, and symbol mapping are checked.
  • Every feature is available at the decision timestamp.
  • Warm-up length is sufficient for all indicators and stateful rules.
  • The live connector provides the same required fields and intervals as the research data.

Strategy and Risk​

  • Entries, exits, stops, targets, sizing, and rounding are verified trade by trade.
  • Maximum loss per trade, strategy, day, and account is configured.
  • Gross, net, correlated, and per-symbol exposure limits are defined.
  • Partial fills, rejected orders, duplicate submissions, and opposite signals have explicit handling.
  • Open positions continue to be managed when new entries are paused.

Exact Live Setup​

  • The reviewed strategy package and lockfile versions are pinned.
  • tradejs.config.ts contains the complete reviewed configuration.
  • The computed strategy revision, deployment composition, account, connector, timeframe, universe, symbols, and enabled state are correct.
  • runtime-control verify passes for the target deployment.
  • Historical replay of the exact deployment matches the expected decisions.
  • A current-market signals run without --makeOrders is clean.

Account and Venue​

  • Credentials belong to the intended account and have only required permissions.
  • Testnet and production endpoints cannot be confused.
  • Position mode, margin mode, leverage, contract multiplier, lot size, minimum notional, and rate limits are verified.
  • Existing positions and open orders are reconciled before startup.

Operations​

  • doctor passes and required services are healthy.
  • The daemon runs under supervision with restart and memory limits.
  • Alerts cover stale candles, failed cycles, order rejection, position mismatch, and loss-limit breaches.
  • Pause, rollback, backup, and credential-revocation procedures are tested.
  • Logs and runtime records are retained without exposing secrets.
  • An operator and escalation path are defined for the rollout window.

Go/No-Go​

Start with a bounded allocation and explicit stop conditions. Record the exact configuration, time, account, and person authorizing order placement. If any required check is unresolved, keep the system in signal-only mode.

See From backtest to live trading and Risk management.