screamer.js
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    Function BacktestOHLCTarget

    • Backtest a target-position strategy on OHLC bars, executing market orders at the next bar's open (causal, no manual lag).

      Parameters

      • takerFee: number = 0.0

        Fractional fee charged on a market (taker) fill at the open.

      • tickSize: number = 0.0

        Price increment added (subtracted) to the open for a market buy (sell) to model taker slippage.

      • minPosition: number = -Infinity

        Lower bound on the filled position. The deferred target is clamped to [min_position, max_position] before the fill executes.

      • maxPosition: number = Infinity

        Upper bound on the filled position. The deferred target is clamped to [min_position, max_position] before the fill executes.

      • multiplier: number = 1.0

        Contract multiplier applied to mark-to-market PnL, fill slippage, and proportional fees.

      • feePerContract: number = 0.0

        Fixed fee (or rebate when negative) charged per contract on each fill.

      Returns ScreamerOp

      https://screamer.readthedocs.io/en/latest/ for the Python reference and full details.