Recipe: Create a Strategy

Goal

Create a custom strategy file and run it end-to-end.

Steps

1. Create my_strategy.py with a BaseStrategy subclass.
2. Implement transform_features, build_signals, and one intent hook.
3. Validate and backtest with CLI.

stacksats strategy validate --strategy my_strategy.py:MyStrategy --strict
stacksats strategy backtest --strategy my_strategy.py:MyStrategy --output-dir output

Expected output

• Validation summary line with pass/fail status.
• Backtest artifacts in output/<strategy_id>/<version>/<run_id>/.

Common failure patterns

• Non-finite signal values (NaN/inf).
• Incorrect index alignment across feature and signal series.
• Strategy bypass attempts of framework-owned kernel behavior.