Marketcalls

Event-Driven Backtesting

Nautilus Trader portfolio backtest: twelve strategy instances (Keltner and mean reversion on six NSE stocks) sharing a cash book, portfolio and equity recorder actor, one cash account and Historify data

Introduction to Nautilus Trader Part 3: Portfolio and Multi-Strategy Backtesting with OpenAlgo Historify

Part 3: a six-stock portfolio and two strategies in one Nautilus Trader account, with OpenAlgo Historify data, and what diversification really...
Rajandran R
Sep 24, 2026 13 min read
Map of Nautilus Trader order types: buy stop, stop-limit, sell limit and market-if-touched above the market, buy limit, if-touched, sell stop and trailing stop below it, plus bracket orders and time in force

Introduction to Nautilus Trader Part 2: Position Sizing, Order Types, Backtest Settings and Tearsheets

Part 2 of our Nautilus Trader series: position sizing, market, limit and stop orders, the backtest settings that move results, and...
Rajandran R
Sep 24, 2026 15 min read
Nautilus Trader architecture diagram: strategies, actors and execution algorithms on top of a message bus with data, risk and execution engines, portfolio, cache and clock, over a backtest simulated exchange or live venue adapters

Introduction to Nautilus Trader Part 1: Architecture and Event-Driven Backtesting with OpenAlgo

New to Nautilus Trader? Learn its event-driven architecture, how orders fill in a backtest, and how to backtest an NSE strategy...
Rajandran R
Sep 24, 2026 16 min read