Simulation first
A new version is first observed on current data without sending a real order.
RUN / EXECUTION SYSTEM
One strategy version moves through backtest, Simulation and live.
kquant moves a frozen strategy version from backtest into sequential Simulation and available live execution while preserving events and controls in one history.
ONE VERSION / ONE HISTORYcontrolled
BACKTEST→Simulation→LIVE→Observe
3.4.1
Signals, fills, limits and reconciliation
HASH 8F2A·91C7SYSTEM DOMAIN04 / RUN
Move one version from Simulation to available live
- DISCOVER
- OPTIMIZE
- VALIDATE
- RUN
- OBSERVE
EXECUTION RECORD
One version. Five observable events.
If a link is missing, the system has an operational exception to explain — not a success metric to hide.
- 01
Signal
The frozen rule produces an event.
- 02
Preflight
Market, credentials and limits are checked.
- 03
Order
The requested action is sent to the exchange.
- 04
Fill
The actual execution is recorded.
- 05
Reconcile
Exchange state is compared with the record.
Stop condition
A critical mismatch moves the run to halt and keeps the exchange state visible for review.
Preflight
Before live, the system checks credentials, market, position mode and risk settings.
Execution history
Signals, orders, fills, exit reasons and errors remain in the audit trail.
Fail closed
A critical mismatch halts new actions and requires review.
DECISION FRAMEWORK
Does observed execution still match the frozen strategy?
Follow the chain from signal and preflight to order, actual fill, exchange state and reconciliation. A missing link is an operational exception.
Observe in Simulation first
Use minimum live size
Halt on critical mismatch
Execution audit trail
Important
Historical, statistical and model results do not promise future returns. kquant provides computational tools and technical execution, but does not assess whether a specific trade is suitable for a user.