End-to-End Strategy Development Workflow¶

A typical flow from raw data to live execution. This pairs naturally with a coding agent (e.g. Claude Code) for automated parameter exploration and strategy generation.

AlphaForge 6-Step Technical Workflow

Prerequisite

All commands below assume you are running from alpha-strategies/ with FORGE_CONFIG=forge.yaml uv run prepended.

1. Fetch historical data¶

Save historical OHLCV data for a target symbol locally.

forge data fetch USDJPY

2. Create a strategy from a template¶

Generate a JSON scaffold, edit parameters, and register it.

forge strategy create --template sma_crossover_v1 \
  --out data/strategies/usdjpy_sma_v1.json

# Edit the JSON's strategy_id and parameters, then register
forge strategy save data/strategies/usdjpy_sma_v1.json

3. Run a backtest¶

Validate the strategy against historical data.

forge backtest run USDJPY --strategy usdjpy_sma_v1

# Show the chart URL and open it in your browser
forge backtest chart usdjpy_sma_v1 --open

4. Optimize parameters¶

Bayesian search with Optuna (TPE), then apply the best result.

forge optimize run USDJPY --strategy usdjpy_sma_v1 \
  --metric sharpe_ratio --trials 300 --save

# Apply the saved result file (optimize_usdjpy_sma_v1_<timestamp>.json) as a new strategy
forge optimize apply data/results/optimize_usdjpy_sma_v1_<timestamp>.json \
  --to-strategy usdjpy_sma_v1_optimized

5. Walk-forward validation¶

Detect overfitting with out-of-sample testing.

forge optimize walk-forward USDJPY \
  --strategy usdjpy_sma_v1_optimized --windows 5

# Sensitivity analysis (point at the optimization result JSON file)
forge optimize sensitivity data/results/optimize_usdjpy_sma_v1_<timestamp>.json

6. Generate Pine Script¶

Export a TradingView alert script from the optimized strategy.

forge pine generate --strategy usdjpy_sma_v1_optimized

Output: output/pinescript/usdjpy_sma_v1_optimized.pine

Related commands

See CLI Reference for the complete option lists. Next step: Bringing Pine Scripts into TradingView.

See actual output samples

For output formats, equity curve examples, optimization results, and Pine Script samples, see Output Examples.