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Execution Decision Matrix

Use this matrix to choose the right ta4j execution path for your workload.

Situation Recommended path Why Verification signal
One strategy over one historical series BarSeriesManager Minimal setup and deterministic iteration Trades and positions reproduce across reruns
Many strategies or parameter sweeps BacktestExecutor Batch execution, runtime telemetry, ranking helpers Top strategy set remains stable under same data/config
Need explicit fill semantics (partial fills, delayed confirms) Manual loop + BaseTradingRecord.operate(fill) Preserves broker-confirmed execution stream Recorded fills and open lots match broker feed
Need slippage/stop-limit behavior TradeExecutionModel variants Aligns simulation with venue assumptions PnL delta is explainable by configured execution model

Trade execution model chooser

Model Best for Caution
TradeOnNextOpenModel Conservative signal-at-close simulation Can understate fast-close fills
TradeOnCurrentCloseModel Close-on-signal systems Requires realistic close execution assumptions
SlippageExecutionModel Price-impact modeling Slippage settings can dominate results
StopLimitExecutionModel Pending-order lifecycle simulation Needs careful interpretation of rejects/partials

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