backend for backtester (logic)

risk_buffer = market - profit_protect_price (or protect_buffer + exit_buffer) exit_buffer = exit_price - profit_protect_price protect_buffer = market - exit_price

file(s) structure

app.js -> command_routes.js -> trade_model_results.js -> initial_create_order_request.js, long_add_backtest_trade_engine.js, long_backtest_results.js, long_exit_backtest_trade_engine.js

long_add_backtest_trade_engine.js -> strategy_model.js, set_profit_protect_price.js -> strategy_model.js

long_exit_backtest_trade_engine.js -> strategy_model.js, set_profit_protect_price.js -> strategy_model.js

long_backtest_results.js -> trade_logic_qualification.js, set_add_or_exit_trade_object.js, create_order_request.js, long_add_backtest_trade_engine.js, long_exit_backtest_trade_engine.js

trade_model_results.js -> initial_create_order_request.js, long_add_backtest_trade_engine.js, long_backtest_results.js, long_exit_backtest_trade_engine.js

• create form in front_end to create initial_trading_object
• initial_trading_object should include small 'runway' for protect_buffer (distance between profit_protect_price and trade_price) so that it's not 0