Backtest an event-driven strategy.

To set up and run an event-driven back-test, I need to know exactly what should constitute an “event” and how trades should be opened and closed when that event occurs. 1. Event definition • What specific signal or occurrence are we using? – Examples: a scheduled macro release (e.g., CPI day), a news headline containing a keyword, a technical crossover, an earnings surprise, etc. • Should we limit events to positive, negative, or all surprises? 2. Trading rules • Entry: Do we open a position immediately on the event day’s open, the previous close, or some other timing? • Exit: Fixed holding period, opposite signal, stop-loss / take-profit, or a combination? • Position side: long only, short only, or both depending on event direction? 3. Back-test scope • Ticker universe: I see “MSTR.O” listed – is this the only symbol to test? • Historical window (start and end dates). If you’re unsure, I can default to the last five years. • Price type: open or close when calculating P&L. 4. Risk controls (optional) • Stop-loss %, take-profit %, maximum holding days, maximum drawdown, etc. If you can outline (or approximate) the above, I’ll build the data-retrieval plan and run the back-test for you.