📄️ Script Engine
The Script Engine in MesoSim allows describing complex conditions and calculating expressions using the Lua programming language.
📄️ Variables
MesoSim exposes the following Variables, which can be used in expressions.
📄️ Position Monitor
The Backtest Position Monitor can display 2D and 3D Risk Graphs, Profit and Loss (PnL), and Greeks for each position within a specific backtest. To offer a market perspective, it also shows the underlying and VIX prices throughout the duration of the position.
📄️ Implied and Historical Volatility
The simulator provides key volatility metrics related to the underlying for every simulation run. These volatility metrics are accessible via the following variables:
📄️ Crypto Simulation
MesoSim supports backtesting Options Trading strategies on Crypto instruments.
📄️ Margin Report
When Margin Calculation is enabled (using the SimSettings.Margin parameter) for a backtest, the per-position and account-level margin is calculated and recorded during each simulation cycle.
📄️ Event Log Export
MesoSim records its key execution steps in the Event Log stream, known as Blotter Events. The events recorded in Blotter are visible on the Backtest Details page under the ‘Events’ tab:
📄️ Preferences
The simulator settings are included in every Backtest Job Definition in the SimSettings section. Given that these parameters rarely change once the user finds the setting matching his broker, we provide a way to set it globally so that every backtest can easily leverage the settings.
📄️ Service Status
To obtain up-to-date information on data availability, open issues, and roadmap, please refer to the Service Status page:
📄️ API Access
API Access is provided via our Institutional Plan.
📄️ Sharing of Results
Your backtest results are visible only to you by default. If you wish to share a particular run with someone, click on the Share radio button to enable sharing:
📄️ Events Viewer
The Events Tab was explicitly designed to provide in-depth observability for each trade.