YOUTUBE COMPANION
From zero to a
backtesting engine.
Everything from the video, in one place. The engine it builds enforces what our own research engine enforces: every class of candle-fill bug closed, a real slippage and cost framework, lookahead-bias protection, train / test / holdout with walk-forward, placebo and Monte Carlo testing, and a significance discipline that decides what counts as an edge — all of it on real tick data.
The files
The complete guide
The full how-to-code-a-trading-algorithm article as one markdown file — data, the three bugs, the honest-engine rules, the kill discipline.
The engine spec
The contract your backtesting engine must satisfy, written to be handed straight to Claude Code: fills, costs, lookahead, splits, placebo, Monte Carlo, significance.
Setup
Visual Studio Code →
The editor used in the video.
Claude Code extension →
Opens in VS Code (install VS Code first). Or search “Claude Code” in the extensions panel.
ponytail — the Claude Code skill →
The skill used in the video that keeps the agent building the simplest thing that works.
llms-full.txt →
Our whole API, machine-readable — the “complete docs” file the first prompt links.
Free API key →
The delayed feed is free, no card — enough for everything in the video.
The prompts, right here
Verbatim from the video — typos included, they were good enough for Claude. Replace the bracketed parts. Also in prompts.md.
Hey Claude I want to do some backtest on nq tick data. Here is the the api key [your api key from .env]. here is the complete docs: [link to the docs file.md] and here is a comprehensive guide how to code trading algorithms: [link to the how to algo.md] can you please setup a backtesting engine based on rust language (for speed) to make some backtests
hey claude I want to do a backtest of the vwap 2nd deviation band on the 1min 5min 15min and 1hr min timeframe. Please create a equity curve as png after all.
hey please use the free delayed tickstream websocket to create a chart with lwc from tradingview and make big trades visible based on 200ms per participant and make the size of the big trades editable over an input fiels, use some nice shadcn looking components, vanilla html
Stuck? Ask.
Fastest help is the Discord — or just comment on the video, we read everything.