03 — BACKTESTING SYSTEM
VWAP REVERSAL BOT
A backtesting and paper-trading program built to replace gut feeling with evidence. It watches for a specific reversal pattern around VWAP, evaluates the setup against predefined rules, manages simulated positions end to end, and reports what it did through Discord — so a strategy can be judged on a record rather than on memory.
- CATEGORY
- BACKTESTING SYSTEM
- STACK
- Python
- Webull API
- Discord API
(01) THE PROBLEM
The problem
Testing a trading idea by trading it is an expensive way to find out you were wrong, and judging one from memory is worse — you remember the times it worked. I wanted a way to find out whether a pattern held up before it cost anything.
(02) THE SOLUTION
A program that identifies the setup automatically, applies the same rules every time, and manages simulated trades from entry to exit. Because the rules are written down and executed identically on every occurrence, the result is a record rather than an impression.
(03) MY ROLE
Sole developer — signal detection, the rule engine, simulated position management, and Discord reporting.
(04) ARCHITECTURE
SYSTEM ARCHITECTURE
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