Forward sequence
Signals arrive on current data without access to the future.
RUN / SIMULATION
Test the version on the current market without a real order.
Simulation continues the same strategy history on sequential data and exposes when forward behaviour begins to diverge from research.
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.
Virtual execution
Observe a live sequence without sending a real order.
Drift monitoring
Compare trade frequency, costs and equity path with historical expectations.
Decision gate
Move to live only as a separate user action.
DECISION FRAMEWORK
Does the frozen rule behave forward as history suggested?
Compare signal frequency, exits, costs, drawdown and drift against the historical range. Simulation tests sequential behaviour, not exchange microstructure.
Stop changing the version
Observe enough independent events
Treat live as a separate decision
Forward observation history
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.