Remove timeframe from strategy (#13)

src/Managing.Api/Controllers/BotController.cs

@@ -206,7 +206,7 @@ public class BotController : ControllerBase
                 Timeframe = item.Timeframe,
                 Ticker = item.Ticker,
                 AccountName = item.AccountName,
-                Scenario = item.Scenario,
+                Scenario = item.ScenarioName,
                 IsForWatchingOnly = item.IsForWatchingOnly,
                 BotType = item.BotType,
                 MoneyManagement = item.MoneyManagement

src/Managing.Api/Controllers/ScenarioController.cs

@@ -46,9 +46,9 @@ public class ScenarioController : ControllerBase
     /// <param name="strategies">A list of strategy names to include in the scenario.</param>
     /// <returns>The created scenario.</returns>
     [HttpPost]
-    public ActionResult<Scenario> CreateScenario(string name, List<string> strategies)
+    public ActionResult<Scenario> CreateScenario(string name, List<string> strategies, int? loopbackPeriod = null)
     {
-        return Ok(_scenarioService.CreateScenario(name, strategies));
+        return Ok(_scenarioService.CreateScenario(name, strategies, loopbackPeriod));
     }
 
     /// <summary>
@@ -92,7 +92,6 @@ public class ScenarioController : ControllerBase
     [Route("strategy")]
     public ActionResult<Strategy> CreateStrategy(
         StrategyType strategyType,
-        Timeframe timeframe,
         string name,
         int? period = null,
         int? fastPeriods = null,
@@ -105,7 +104,6 @@ public class ScenarioController : ControllerBase
     {
         return Ok(_scenarioService.CreateStrategy(
             strategyType,
-            timeframe,
             name,
             period,
             fastPeriods,

src/Managing.Application.Tests/BotsTests.cs

@@ -51,7 +51,7 @@ namespace Managing.Application.Tests
         {
             // Arrange 
             var scenario = new Scenario("FlippingScenario");
-            var strategy = ScenarioHelpers.BuildStrategy(StrategyType.RsiDivergence, timeframe, "RsiDiv", period: 14);
+            var strategy = ScenarioHelpers.BuildStrategy(StrategyType.RsiDivergence, "RsiDiv", period: 14);
             scenario.AddStrategy(strategy);
             var localCandles =
                 FileHelpers.ReadJson<List<Candle>>($"{ticker.ToString()}-{timeframe.ToString()}-candles.json");
@@ -83,7 +83,7 @@ namespace Managing.Application.Tests
         {
             // Arrange 
             var scenario = new Scenario("ScalpingScenario");
-            var strategy = ScenarioHelpers.BuildStrategy(StrategyType.RsiDivergence, timeframe, "RsiDiv", period: 5);
+            var strategy = ScenarioHelpers.BuildStrategy(StrategyType.RsiDivergence, "RsiDiv", period: 5);
             scenario.AddStrategy(strategy);
 
             // Act
@@ -104,7 +104,7 @@ namespace Managing.Application.Tests
         {
             // Arrange 
             var scenario = new Scenario("ScalpingScenario");
-            var strategy = ScenarioHelpers.BuildStrategy(StrategyType.MacdCross, timeframe, "RsiDiv", fastPeriods: 12,
+            var strategy = ScenarioHelpers.BuildStrategy(StrategyType.MacdCross, "RsiDiv", fastPeriods: 12,
                 slowPeriods: 26, signalPeriods: 9);
             scenario.AddStrategy(strategy);
 
@@ -163,7 +163,7 @@ namespace Managing.Application.Tests
                 Parallel.For(periodRange[0], periodRange[1], options, i =>
                 {
                     var scenario = new Scenario("ScalpingScenario");
-                    var strategy = ScenarioHelpers.BuildStrategy(strategyType, timeframe, "RsiDiv", period: i);
+                    var strategy = ScenarioHelpers.BuildStrategy(strategyType, "RsiDiv", period: i);
                     scenario.AddStrategy(strategy);
 
                     // -0.5 to -5
@@ -272,7 +272,7 @@ namespace Managing.Application.Tests
                     return;
 
                 var scenario = new Scenario("ScalpingScenario");
-                var strategy = ScenarioHelpers.BuildStrategy(strategyType, timeframe, "RsiDiv", fastPeriods: 12,
+                var strategy = ScenarioHelpers.BuildStrategy(strategyType, "RsiDiv", fastPeriods: 12,
                     slowPeriods: 26, signalPeriods: 9);
                 scenario.AddStrategy(strategy);
 

src/Managing.Application.Tests/StrategyTests.cs

@@ -22,7 +22,7 @@ namespace Managing.Application.Tests
         {
             var account = GetAccount(exchange);
             // Arrange
-            var rsiStrategy = new RSIDivergenceStrategy("unittest", timeframe, 5);
+            var rsiStrategy = new RSIDivergenceStrategy("unittest", 5);
             var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(-50), timeframe).Result;
             var resultSignal = new List<Signal>();
 
@@ -56,7 +56,7 @@ namespace Managing.Application.Tests
         {
             // Arrange
             var account = GetAccount(exchange);
-            var rsiStrategy = new RSIDivergenceStrategy("unittest", timeframe, 5);
+            var rsiStrategy = new RSIDivergenceStrategy("unittest", 5);
             var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(-50), timeframe).Result;
             var resultSignal = new List<Signal>();
 
@@ -83,7 +83,7 @@ namespace Managing.Application.Tests
         {
             // Arrange
             var account = GetAccount(exchange);
-            var rsiStrategy = new MacdCrossStrategy("unittest", timeframe, 12, 26, 9);
+            var rsiStrategy = new MacdCrossStrategy("unittest", 12, 26, 9);
             var candles = await _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe);
             var resultSignal = new List<Signal>();
 
@@ -110,7 +110,7 @@ namespace Managing.Application.Tests
         {
             // Arrange
             var account = GetAccount(exchange);
-            var superTrendStrategy = new SuperTrendStrategy("unittest", timeframe, 10, 3);
+            var superTrendStrategy = new SuperTrendStrategy("unittest", 10, 3);
             var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe).Result;
             var resultSignal = new List<Signal>();
 
@@ -137,7 +137,7 @@ namespace Managing.Application.Tests
         {
             // Arrange
             var account = GetAccount(exchange);
-            var chandelierExitStrategy = new ChandelierExitStrategy("unittest", timeframe, 22, 3);
+            var chandelierExitStrategy = new ChandelierExitStrategy("unittest", 22, 3);
             var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe).Result;
             var resultSignal = new List<Signal>();
 
@@ -164,7 +164,7 @@ namespace Managing.Application.Tests
         {
             // Arrange
             var account = GetAccount(exchange);
-            var emaTrendSrategy = new EmaTrendStrategy("unittest", timeframe, 200);
+            var emaTrendSrategy = new EmaTrendStrategy("unittest", 200);
             var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe).Result;
             var resultSignal = new List<Signal>();
 
@@ -192,7 +192,7 @@ namespace Managing.Application.Tests
         {
             // Arrange
             var account = GetAccount(exchange);
-            var stochRsiStrategy = new StochRsiTrendStrategy("unittest", timeframe, 14, 14, 3, 1);
+            var stochRsiStrategy = new StochRsiTrendStrategy("unittest", 14, 14, 3, 1);
             var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe).Result;
             var resultSignal = new List<Signal>();
 

src/Managing.Application/Abstractions/IScenarioService.cs

@@ -7,13 +7,13 @@ namespace Managing.Application.Abstractions
     public interface IScenarioService
     {
         IEnumerable<Scenario> GetScenarios();
-        Scenario CreateScenario(string name, List<string> strategies);
+        Scenario CreateScenario(string name, List<string> strategies, int? loopbackPeriod = 1);
         IEnumerable<Strategy> GetStrategies();
         bool DeleteStrategy(string name);
         bool DeleteScenario(string name);
         Scenario GetScenario(string name);
+
         Strategy CreateStrategy(StrategyType type,
-                                Timeframe timeframe,
             string name,
             int? period = null,
             int? fastPeriods = null,
@@ -23,6 +23,7 @@ namespace Managing.Application.Abstractions
             int? stochPeriods = null,
             int? smoothPeriods = null,
             int? cyclePeriods = null);
+
         bool DeleteStrategies();
         bool DeleteScenarios();
     }

src/Managing.Application/Abstractions/ITradingBot.cs

@@ -17,7 +17,7 @@ namespace Managing.Application.Abstractions
         Timeframe Timeframe { get; set; }
         HashSet<IStrategy> Strategies { get; set; }
         Ticker Ticker { get; }
-        string Scenario { get; }
+        string ScenarioName { get; }
         string AccountName { get; }
         bool IsForWatchingOnly { get; set; }
         MoneyManagement MoneyManagement { get; set; }
@@ -31,5 +31,6 @@ namespace Managing.Application.Abstractions
         decimal GetProfitAndLoss();
         decimal GetTotalFees();
         void LoadStrategies(IEnumerable<IStrategy> strategies);
+        void LoadScenario(string scenarioName);
     }
 }

src/Managing.Application/Backtesting/Backtester.cs

@@ -58,7 +58,7 @@ namespace Managing.Application.Backtesting
         {
             var scalpingBot = _botFactory.CreateBacktestScalpingBot(account.Name, moneyManagement, ticker, "scenario",
                 timeframe, isForWatchingOnly);
-            scalpingBot.LoadStrategies(ScenarioHelpers.GetStrategiesFromScenario(scenario));
+            scalpingBot.LoadScenario(scenario.Name);
             var candles = initialCandles ?? GetCandles(account, ticker, timeframe, days);
             var result = GetBacktestingResult(ticker, scenario, timeframe, scalpingBot, candles, balance, account,
                 moneyManagement);
@@ -88,8 +88,7 @@ namespace Managing.Application.Backtesting
         {
             var flippingBot = _botFactory.CreateBacktestFlippingBot(account.Name, moneyManagement, ticker, "scenario",
                 timeframe, false);
-            var strategy = ScenarioHelpers.GetStrategiesFromScenario(scenario);
+            flippingBot.LoadScenario(scenario.Name);
-            flippingBot.LoadStrategies(ScenarioHelpers.GetStrategiesFromScenario(scenario));
             var candles = initialCandles ?? GetCandles(account, ticker, timeframe, days);
             var result = GetBacktestingResult(ticker, scenario, timeframe, flippingBot, candles, balance, account,
                 moneyManagement);
@@ -107,7 +106,7 @@ namespace Managing.Application.Backtesting
             var ticker = MiscExtensions.ParseEnum<Ticker>(candles.FirstOrDefault().Ticker);
             var bot = _botFactory.CreateBacktestScalpingBot(account.Name, moneyManagement, ticker, "scenario",
                 timeframe, false);
-            bot.LoadStrategies(ScenarioHelpers.GetStrategiesFromScenario(scenario));
+            bot.LoadScenario(scenario.Name);
             var result = GetBacktestingResult(ticker, scenario, timeframe, bot, candles, balance, account,
                 moneyManagement);
             return result;
@@ -119,6 +118,7 @@ namespace Managing.Application.Backtesting
             var ticker = MiscExtensions.ParseEnum<Ticker>(candles.FirstOrDefault().Ticker);
             var bot = _botFactory.CreateBacktestFlippingBot(account.Name, moneyManagement, ticker, "scenario",
                 timeframe, false);
+            bot.LoadScenario(scenario.Name);
             var result = GetBacktestingResult(ticker, scenario, timeframe, bot, candles, balance, account,
                 moneyManagement);
             return result;

src/Managing.Application/Bots/FlippingBot.cs

@@ -1,8 +1,8 @@
 using Managing.Application.Abstractions;
-using Microsoft.Extensions.Logging;
-using static Managing.Common.Enums;
 using Managing.Application.Abstractions.Services;
 using Managing.Domain.MoneyManagements;
+using Microsoft.Extensions.Logging;
+using static Managing.Common.Enums;
 
 namespace Managing.Application.Bots
 {
@@ -11,7 +11,7 @@ namespace Managing.Application.Bots
         public FlippingBot(string accountName,
             MoneyManagement moneyManagement,
             string name,
-            string scenario,
+            string scenarioName,
             IExchangeService exchangeService,
             Ticker ticker,
             ITradingService tradingService,
@@ -26,7 +26,7 @@ namespace Managing.Application.Bots
                 moneyManagement,
                 name,
                 ticker,
-                scenario,
+                scenarioName,
                 exchangeService,
                 logger,
                 tradingService,

src/Managing.Application/Bots/ScalpingBot.cs

@@ -1,8 +1,8 @@
 using Managing.Application.Abstractions;
-using Microsoft.Extensions.Logging;
-using static Managing.Common.Enums;
 using Managing.Application.Abstractions.Services;
 using Managing.Domain.MoneyManagements;
+using Microsoft.Extensions.Logging;
+using static Managing.Common.Enums;
 
 namespace Managing.Application.Bots
 {
@@ -11,7 +11,7 @@ namespace Managing.Application.Bots
         public ScalpingBot(string accountName,
             MoneyManagement moneyManagement,
             string name,
-            string scenario,
+            string scenarioName,
             IExchangeService exchangeService,
             Ticker ticker,
             ITradingService tradingService,
@@ -26,7 +26,7 @@ namespace Managing.Application.Bots
                 moneyManagement,
                 name,
                 ticker,
-                  scenario,
+                scenarioName,
                 exchangeService,
                 logger,
                 tradingService,

src/Managing.Application/Bots/TradingBot.cs

@@ -33,7 +33,7 @@ public class TradingBot : Bot, ITradingBot
     public HashSet<Signal> Signals { get; set; }
     public List<Position> Positions { get; set; }
     public Ticker Ticker { get; set; }
-    public string Scenario { get; set; }
+    public string ScenarioName { get; set; }
     public string AccountName { get; set; }
     public MoneyManagement MoneyManagement { get; set; }
     public Timeframe Timeframe { get; set; }
@@ -44,6 +44,7 @@ public class TradingBot : Bot, ITradingBot
     public int PreloadedCandlesCount { get; set; }
     public BotType BotType { get; set; }
     public decimal Fee { get; set; }
+    public Scenario Scenario { get; set; }
     public Dictionary<DateTime, decimal> WalletBalances { get; set; }
 
     public TradingBot(
@@ -51,7 +52,7 @@ public class TradingBot : Bot, ITradingBot
         MoneyManagement moneyManagement,
         string name,
         Ticker ticker,
-        string scenario,
+        string scenarioName,
         IExchangeService exchangeService,
         ILogger<TradingBot> logger,
         ITradingService tradingService,
@@ -75,7 +76,7 @@ public class TradingBot : Bot, ITradingBot
         AccountName = accountName;
         MoneyManagement = moneyManagement;
         Ticker = ticker;
-        Scenario = scenario;
+        ScenarioName = scenarioName;
         Timeframe = timeframe;
         IsForBacktest = isForBacktest;
         Logger = logger;
@@ -101,7 +102,7 @@ public class TradingBot : Bot, ITradingBot
 
         if (!IsForBacktest)
         {
-            LoadScenario();
+            LoadScenario(ScenarioName);
             await PreloadCandles();
             await CancelAllOrders();
 
@@ -135,9 +136,9 @@ public class TradingBot : Bot, ITradingBot
         }
     }
 
-    public void LoadScenario()
+    public void LoadScenario(string scenarioName)
     {
-        var scenario = TradingService.GetScenarioByName(Scenario);
+        var scenario = TradingService.GetScenarioByName(scenarioName);
         if (scenario == null)
         {
             Logger.LogWarning("No scenario found for this scenario name");
@@ -145,6 +146,7 @@ public class TradingBot : Bot, ITradingBot
         }
         else
         {
+            Scenario = scenario;
             LoadStrategies(ScenarioHelpers.GetStrategiesFromScenario(scenario));
         }
     }
@@ -158,10 +160,13 @@ public class TradingBot : Bot, ITradingBot
     }
 
     public async Task Run()
+    {
+        if (!IsForBacktest)
         {
             Logger.LogInformation($"____________________{Name}____________________");
             Logger.LogInformation(
                 $"Time : {DateTime.Now} - Server time {DateTime.Now.ToUniversalTime()} - Bot : {Name} - Type {BotType} - Ticker : {Ticker}");
+        }
 
         var previousLastCandle = OptimizedCandles.LastOrDefault();
 
@@ -213,7 +218,7 @@ public class TradingBot : Bot, ITradingBot
 
     private async Task UpdateSignals(FixedSizeQueue<Candle> candles)
     {
-        var signal = TradingBox.GetSignal(candles.ToHashSet(), Strategies, Signals);
+        var signal = TradingBox.GetSignal(candles.ToHashSet(), Strategies, Signals, Scenario.LoopbackPeriod);
 
         if (signal == null) return;
 
@@ -231,7 +236,7 @@ public class TradingBot : Bot, ITradingBot
         if (IsForWatchingOnly || (ExecutionCount < 1 && !IsForBacktest))
             signal.Status = SignalStatus.Expired;
 
-        var signalText = $"{Scenario} trigger a signal. Signal told you " +
+        var signalText = $"{ScenarioName} trigger a signal. Signal told you " +
                          $"to {signal.Direction} {Ticker} on {Timeframe}. The confidence in this signal is {signal.Confidence}. Identifier : {signal.Identifier}";
 
         Logger.LogInformation(signalText);
@@ -726,7 +731,7 @@ public class TradingBot : Bot, ITradingBot
             Positions = Positions,
             Timeframe = Timeframe,
             Ticker = Ticker,
-            Scenario = Scenario,
+            ScenarioName = ScenarioName,
             AccountName = AccountName,
             IsForWatchingOnly = IsForWatchingOnly,
             WalletBalances = WalletBalances,
@@ -744,7 +749,7 @@ public class TradingBot : Bot, ITradingBot
         MoneyManagement = data.MoneyManagement;
         Timeframe = data.Timeframe;
         Ticker = data.Ticker;
-        Scenario = data.Scenario;
+        ScenarioName = data.ScenarioName;
         AccountName = data.AccountName;
         IsForWatchingOnly = data.IsForWatchingOnly;
     }
@@ -758,7 +763,7 @@ public class TradingBotBackup
     public List<Position> Positions { get; set; }
     public Timeframe Timeframe { get; set; }
     public Ticker Ticker { get; set; }
-    public string Scenario { get; set; }
+    public string ScenarioName { get; set; }
     public string AccountName { get; set; }
     public bool IsForWatchingOnly { get; set; }
     public Dictionary<DateTime, decimal> WalletBalances { get; set; }

src/Managing.Application/ManageBot/BotService.cs

@@ -128,7 +128,7 @@ namespace Managing.Application.ManageBot
                         scalpingBotData.MoneyManagement,
                         backupBot.Name,
                         scalpingBotData.Ticker,
-                        scalpingBotData.Scenario,
+                        scalpingBotData.ScenarioName,
                         scalpingBotData.Timeframe,
                         scalpingBotData.IsForWatchingOnly);
                     botTask = Task.Run(() => ((ITradingBot)bot).Start());
@@ -140,7 +140,7 @@ namespace Managing.Application.ManageBot
                         flippingBotData.MoneyManagement,
                         backupBot.Name,
                         flippingBotData.Ticker,
-                        flippingBotData.Scenario,
+                        flippingBotData.ScenarioName,
                         flippingBotData.Timeframe,
                         flippingBotData.IsForWatchingOnly);
                     botTask = Task.Run(() => ((ITradingBot)bot).Start());

src/Managing.Application/Scenarios/ScenarioService.cs

@@ -19,9 +19,9 @@ namespace Managing.Application.Scenarios
             _tradingService = tradingService;
         }
 
-        public Scenario CreateScenario(string name, List<string> strategies)
+        public Scenario CreateScenario(string name, List<string> strategies, int? loopbackPeriod = 1)
         {
-            var scenario = new Scenario(name);
+            var scenario = new Scenario(name, loopbackPeriod);
 
             foreach (var strategy in strategies)
             {
@@ -43,7 +43,6 @@ namespace Managing.Application.Scenarios
 
         public Strategy CreateStrategy(
             StrategyType type,
-            Timeframe timeframe,
             string name,
             int? period = null,
             int? fastPeriods = null,
@@ -56,7 +55,6 @@ namespace Managing.Application.Scenarios
         {
             var strategy = ScenarioHelpers.BuildStrategy(
                 type,
-                timeframe,
                 name,
                 period,
                 fastPeriods,

src/Managing.Application/Shared/SettingsService.cs

@@ -62,7 +62,7 @@ public class SettingsService : ISettingsService
             SetupMoneyManagementsSeed(Timeframe.FifteenMinutes);
             SetupMoneyManagementsSeed(Timeframe.OneHour);
             SetupMoneyManagementsSeed(Timeframe.OneDay);
-            SetupScenariosSeed(Timeframe.FifteenMinutes);
+            SetupScenariosSeed();
         }
         catch (Exception ex)
         {
@@ -82,30 +82,29 @@ public class SettingsService : ISettingsService
             Leverage = 1,
             StopLoss = 0.021m,
             TakeProfit = 0.042m,
-            Name = $"{timeframe} Money Management"
+            Name = $"{timeframe}-MediumRisk",
         };
 
         await _moneyManagementService.CreateOrUpdateMoneyManagement(moneyManagement);
     }
 
-    private void SetupScenariosSeed(Timeframe timeframe)
+    private void SetupScenariosSeed()
     {
-        SetupMacd(timeframe);
+        SetupMacd();
-        SetupRsiDiv(timeframe);
+        SetupRsiDiv();
-        SetupRsiDivConfirm(timeframe);
+        SetupRsiDivConfirm();
-        SetupSuperTrend(timeframe);
+        SetupSuperTrend();
-        SetupChandelierExit(timeframe);
+        SetupChandelierExit();
-        SetupStochRsiTrend(timeframe);
+        SetupStochRsiTrend();
-        SetupStochSTCTrend(timeframe);
+        SetupStochSTCTrend();
-        SetupEmaTrend(timeframe);
+        SetupEmaTrend();
-        SetupEmaCross(timeframe);
+        SetupEmaCross();
     }
 
-    private void SetupStochSTCTrend(Timeframe timeframe)
+    private void SetupStochSTCTrend()
     {
         var name = "STCTrend";
         var strategy = _scenarioService.CreateStrategy(StrategyType.Stc,
-            timeframe,
             name,
             fastPeriods: 23,
             slowPeriods: 50,
@@ -113,11 +112,10 @@ public class SettingsService : ISettingsService
         _scenarioService.CreateScenario(name, new List<string> { strategy.Name });
     }
 
-    private void SetupMacd(Timeframe timeframe)
+    private void SetupMacd()
     {
         var name = "MacdCross";
         var strategy = _scenarioService.CreateStrategy(StrategyType.MacdCross,
-            timeframe,
             name,
             fastPeriods: 12,
             slowPeriods: 26,
@@ -125,53 +123,48 @@ public class SettingsService : ISettingsService
         _scenarioService.CreateScenario(name, new List<string> { strategy.Name });
     }
 
-    private void SetupRsiDiv(Timeframe timeframe)
+    private void SetupRsiDiv()
     {
         var name = "RsiDiv6";
         var strategy = _scenarioService.CreateStrategy(StrategyType.RsiDivergence,
-            timeframe,
             name,
             period: 6);
         _scenarioService.CreateScenario(name, new List<string> { strategy.Name });
     }
 
-    private void SetupRsiDivConfirm(Timeframe timeframe)
+    private void SetupRsiDivConfirm()
     {
         var name = "RsiDivConfirm6";
         var strategy = _scenarioService.CreateStrategy(StrategyType.RsiDivergenceConfirm,
-            timeframe,
             name,
             period: 6);
         _scenarioService.CreateScenario(name, new List<string> { strategy.Name });
     }
 
-    private void SetupSuperTrend(Timeframe timeframe)
+    private void SetupSuperTrend()
     {
         var name = "SuperTrend";
         var strategy = _scenarioService.CreateStrategy(StrategyType.SuperTrend,
-            timeframe,
             name,
             period: 10,
             multiplier: 3);
         _scenarioService.CreateScenario(name, new List<string> { strategy.Name });
     }
 
-    private void SetupChandelierExit(Timeframe timeframe)
+    private void SetupChandelierExit()
     {
         var name = "ChandelierExit";
         var strategy = _scenarioService.CreateStrategy(StrategyType.ChandelierExit,
-            timeframe,
             name,
             period: 22,
             multiplier: 3);
         _scenarioService.CreateScenario(name, new List<string> { strategy.Name });
     }
 
-    private void SetupStochRsiTrend(Timeframe timeframe)
+    private void SetupStochRsiTrend()
     {
         var name = "StochRsiTrend";
         var strategy = _scenarioService.CreateStrategy(StrategyType.StochRsiTrend,
-            timeframe,
             name,
             period: 14,
             stochPeriods: 14,
@@ -180,21 +173,19 @@ public class SettingsService : ISettingsService
         _scenarioService.CreateScenario(name, new List<string> { strategy.Name });
     }
 
-    private void SetupEmaTrend(Timeframe timeframe)
+    private void SetupEmaTrend()
     {
         var name = "Ema200Trend";
         var strategy = _scenarioService.CreateStrategy(StrategyType.EmaTrend,
-            timeframe,
             name,
             period: 200);
         _scenarioService.CreateScenario(name, new List<string> { strategy.Name });
     }
 
-    private void SetupEmaCross(Timeframe timeframe)
+    private void SetupEmaCross()
     {
         var name = "Ema200Cross";
         var strategy = _scenarioService.CreateStrategy(StrategyType.EmaCross,
-            timeframe,
             name,
             period: 200);
         _scenarioService.CreateScenario(name, new List<string> { strategy.Name });

src/Managing.Application/Workflows/Flows/Strategies/RsiDiv.cs

@@ -30,7 +30,7 @@ public class RsiDiv : FlowBase
         MapParameters();
         var candles = JsonConvert.DeserializeObject<HashSet<Candle>>(input);
 
-        var strategy = new RSIDivergenceStrategy(Name, RsiDivParameters.Timeframe, RsiDivParameters.Period);
+        var strategy = new RSIDivergenceStrategy(Name, RsiDivParameters.Period);
         strategy.UpdateCandles(candles);
         strategy.Run();
 

src/Managing.Domain/Scenarios/Scenario.cs

@@ -4,14 +4,17 @@ namespace Managing.Domain.Scenarios
 {
     public class Scenario
     {
-        public Scenario(string name)
+        public Scenario(string name, int? loopbackPeriod = 1)
         {
             Name = name;
             Strategies = new List<Strategy>();
+            LoopbackPeriod = loopbackPeriod;
         }
 
         public string Name { get; set; }
         public List<Strategy> Strategies { get; set; }
+        public int? LoopbackPeriod { get; set; }
+
         public void AddStrategy(Strategy strategy)
         {
             Strategies.Add(strategy);

src/Managing.Domain/Scenarios/ScenarioHelpers.cs

@@ -14,25 +14,25 @@ public static class ScenarioHelpers
         {
             IStrategy result = strategy.Type switch
             {
-                StrategyType.StDev => new StDevContext(strategy.Name, strategy.Timeframe, strategy.Period.Value),
+                StrategyType.StDev => new StDevContext(strategy.Name, strategy.Period.Value),
-                StrategyType.RsiDivergence => new RSIDivergenceStrategy(strategy.Name, strategy.Timeframe,
+                StrategyType.RsiDivergence => new RSIDivergenceStrategy(strategy.Name,
                     strategy.Period.Value),
-                StrategyType.RsiDivergenceConfirm => new RSIDivergenceConfirmStrategy(strategy.Name, strategy.Timeframe,
+                StrategyType.RsiDivergenceConfirm => new RSIDivergenceConfirmStrategy(strategy.Name,
                     strategy.Period.Value),
-                StrategyType.MacdCross => new MacdCrossStrategy(strategy.Name, strategy.Timeframe,
+                StrategyType.MacdCross => new MacdCrossStrategy(strategy.Name,
                     strategy.FastPeriods.Value, strategy.SlowPeriods.Value, strategy.SignalPeriods.Value),
-                StrategyType.EmaCross => new EmaCrossStrategy(strategy.Name, strategy.Timeframe, strategy.Period.Value),
+                StrategyType.EmaCross => new EmaCrossStrategy(strategy.Name, strategy.Period.Value),
-                StrategyType.ThreeWhiteSoldiers => new ThreeWhiteSoldiersStrategy(strategy.Name, strategy.Timeframe,
+                StrategyType.ThreeWhiteSoldiers => new ThreeWhiteSoldiersStrategy(strategy.Name,
                     strategy.Period.Value),
-                StrategyType.SuperTrend => new SuperTrendStrategy(strategy.Name, strategy.Timeframe,
+                StrategyType.SuperTrend => new SuperTrendStrategy(strategy.Name,
                     strategy.Period.Value, strategy.Multiplier.Value),
-                StrategyType.ChandelierExit => new ChandelierExitStrategy(strategy.Name, strategy.Timeframe,
+                StrategyType.ChandelierExit => new ChandelierExitStrategy(strategy.Name,
                     strategy.Period.Value, strategy.Multiplier.Value),
-                StrategyType.EmaTrend => new EmaTrendStrategy(strategy.Name, strategy.Timeframe, strategy.Period.Value),
+                StrategyType.EmaTrend => new EmaTrendStrategy(strategy.Name, strategy.Period.Value),
-                StrategyType.StochRsiTrend => new StochRsiTrendStrategy(strategy.Name, strategy.Timeframe,
+                StrategyType.StochRsiTrend => new StochRsiTrendStrategy(strategy.Name,
                     strategy.Period.Value, strategy.StochPeriods.Value, strategy.SignalPeriods.Value,
                     strategy.SmoothPeriods.Value),
-                StrategyType.Stc => new STCStrategy(strategy.Name, strategy.Timeframe, strategy.CyclePeriods.Value,
+                StrategyType.Stc => new STCStrategy(strategy.Name, strategy.CyclePeriods.Value,
                     strategy.FastPeriods.Value, strategy.SlowPeriods.Value),
                 _ => throw new NotImplementedException(),
             };
@@ -46,7 +46,6 @@ public static class ScenarioHelpers
 
     public static Strategy BuildStrategy(
         StrategyType type,
-        Timeframe timeframe,
         string name,
         int? period = null,
         int? fastPeriods = null,
@@ -57,7 +56,7 @@ public static class ScenarioHelpers
         int? smoothPeriods = null,
         int? cyclePeriods = null)
     {
-        var strategy = new Strategy(name, timeframe, type);
+        var strategy = new Strategy(name, type);
 
         switch (type)
         {

src/Managing.Domain/Shared/Helpers/TradingBox.cs

@@ -10,7 +10,7 @@ namespace Managing.Domain.Shared.Helpers;
 public static class TradingBox
 {
     public static Signal GetSignal(HashSet<Candle> newCandles, HashSet<IStrategy> strategies,
-        HashSet<Signal> previousSignal)
+        HashSet<Signal> previousSignal, int? loopbackPeriod = 1)
     {
         var signalOnCandles = new HashSet<Signal>();
         var limitedCandles = newCandles.ToList().TakeLast(600).ToList();
@@ -21,7 +21,9 @@ public static class TradingBox
 
             if (signals == null || signals.Count == 0) continue;
 
-            foreach (var signal in signals.Where(s => s.Date == newCandles.Last().Date))
+            var candleLoopback = limitedCandles.TakeLast(loopbackPeriod ?? 1).ToList();
+
+            foreach (var signal in signals.Where(s => s.Date >= candleLoopback.FirstOrDefault()?.Date))
             {
                 if (previousSignal.SingleOrDefault(s => s.Identifier == signal.Identifier) == null)
                 {
@@ -68,7 +70,6 @@ public static class TradingBox
                     signals.Last().Candle,
                     signals.Last().Date,
                     signals.Last().Exchange,
-                    timeframe,
                     StrategyType.Composite, SignalType.Signal);
             }
             else if (signals.All(s => s.Direction == TradeDirection.Short) &&
@@ -81,7 +82,6 @@ public static class TradingBox
                     signals.Last().Candle,
                     signals.Last().Date,
                     signals.Last().Exchange,
-                    timeframe,
                     StrategyType.Composite, SignalType.Signal);
             }
         }

src/Managing.Domain/Strategies/Base/EmaBaseStrategy.cs

@@ -6,7 +6,7 @@ namespace Managing.Domain.Strategies.Base;
 
 public abstract class EmaBaseStrategy : Strategy
 {
-    protected EmaBaseStrategy(string name, Enums.Timeframe timeframe, Enums.StrategyType type) : base(name, timeframe, type)
+    protected EmaBaseStrategy(string name, Enums.StrategyType type) : base(name, type)
     {
     }
 
@@ -29,6 +29,7 @@ public abstract class EmaBaseStrategy : Strategy
                 });
             }
         }
+
         return emaList;
     }
 

src/Managing.Domain/Strategies/ChandelierExitStrategy.cs

@@ -9,7 +9,8 @@ namespace Managing.Domain.Strategies;
 public class ChandelierExitStrategy : Strategy
 {
     public List<Signal> Signals { get; set; }
-    public ChandelierExitStrategy(string name, Timeframe timeframe, int period, double multiplier) : base(name, timeframe, StrategyType.ChandelierExit)
+
+    public ChandelierExitStrategy(string name, int period, double multiplier) : base(name, StrategyType.ChandelierExit)
     {
         Signals = new List<Signal>();
         Period = period;
@@ -39,7 +40,8 @@ public class ChandelierExitStrategy : Strategy
 
     private void GetSignals(ChandelierType chandelierType)
     {
-        var chandelier = Candles.GetChandelier(Period.Value, Multiplier.Value, chandelierType).Where(s => s.ChandelierExit.HasValue).ToList();
+        var chandelier = Candles.GetChandelier(Period.Value, Multiplier.Value, chandelierType)
+            .Where(s => s.ChandelierExit.HasValue).ToList();
         var chandelierCandle = MapChandelierToCandle(chandelier, Candles.TakeLast(MinimumHistory));
         var previousCandle = chandelierCandle[0];
 
@@ -51,7 +53,7 @@ public class ChandelierExitStrategy : Strategy
                 currentCandle.Close < previousCandle.Open &&
                 chandelierType == ChandelierType.Short)
             {
-                AddSignal(currentCandle, Timeframe, TradeDirection.Short, Confidence.Medium);
+                AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
             }
 
             // Long
@@ -60,7 +62,7 @@ public class ChandelierExitStrategy : Strategy
                 currentCandle.Close > currentCandle.Open &&
                 chandelierType == ChandelierType.Long)
             {
-                AddSignal(currentCandle, Timeframe, TradeDirection.Long, Confidence.Medium);
+                AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
             }
 
             previousCandle = currentCandle;
@@ -90,7 +92,8 @@ public class ChandelierExitStrategy : Strategy
         return superTrends;
     }
 
-    private void AddSignal(CandleChandelier candleSignal, Timeframe timeframe, TradeDirection direction, Confidence confidence)
+    private void AddSignal(CandleChandelier candleSignal, TradeDirection direction,
+        Confidence confidence)
     {
         var signal = new Signal(
             MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker),
@@ -99,7 +102,6 @@ public class ChandelierExitStrategy : Strategy
             candleSignal,
             candleSignal.Date,
             candleSignal.Exchange,
-            timeframe,
             Type, SignalType);
         if (!Signals.Any(s => s.Identifier == signal.Identifier))
         {

src/Managing.Domain/Strategies/EmaCrossStrategy.cs

@@ -10,7 +10,7 @@ public class EmaCrossStrategy : EmaBaseStrategy
 {
     public List<Signal> Signals { get; set; }
 
-    public EmaCrossStrategy(string name, Timeframe timeframe, int period) : base(name, timeframe, StrategyType.EmaCross)
+    public EmaCrossStrategy(string name, int period) : base(name, StrategyType.EmaCross)
     {
         Signals = new List<Signal>();
         Period = period;
@@ -37,13 +37,13 @@ public class EmaCrossStrategy : EmaBaseStrategy
                 if (previousCandle.Close > (decimal)currentCandle.Ema &&
                     currentCandle.Close < (decimal)currentCandle.Ema)
                 {
-                    AddSignal(currentCandle, Timeframe, TradeDirection.Short, Confidence.Medium);
+                    AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
                 }
 
                 if (previousCandle.Close < (decimal)currentCandle.Ema &&
                     currentCandle.Close > (decimal)currentCandle.Ema)
                 {
-                    AddSignal(currentCandle, Timeframe, TradeDirection.Long, Confidence.Medium);
+                    AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
                 }
 
                 previousCandle = currentCandle;
@@ -57,10 +57,10 @@ public class EmaCrossStrategy : EmaBaseStrategy
         }
     }
 
-    private void AddSignal(CandleEma candleSignal, Timeframe timeframe, TradeDirection direction, Confidence confidence)
+    private void AddSignal(CandleEma candleSignal, TradeDirection direction, Confidence confidence)
     {
         var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
-            candleSignal, candleSignal.Date, candleSignal.Exchange, timeframe, Type, SignalType);
+            candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType);
         if (!Signals.Any(s => s.Identifier == signal.Identifier))
         {
             Signals.AddItem(signal);

src/Managing.Domain/Strategies/EmaTrendStrategy.cs

@@ -10,7 +10,7 @@ public class EmaTrendStrategy : EmaBaseStrategy
 {
     public List<Signal> Signals { get; set; }
 
-    public EmaTrendStrategy(string name, Timeframe timeframe, int period) : base(name, timeframe, StrategyType.EmaTrend)
+    public EmaTrendStrategy(string name, int period) : base(name, StrategyType.EmaTrend)
     {
         Signals = new List<Signal>();
         Period = period;
@@ -36,11 +36,11 @@ public class EmaTrendStrategy : EmaBaseStrategy
             {
                 if (currentCandle.Close > (decimal)currentCandle.Ema)
                 {
-                    AddSignal(currentCandle, Timeframe, TradeDirection.Long, Confidence.None);
+                    AddSignal(currentCandle, TradeDirection.Long, Confidence.None);
                 }
                 else
                 {
-                    AddSignal(currentCandle, Timeframe, TradeDirection.Short, Confidence.None);
+                    AddSignal(currentCandle, TradeDirection.Short, Confidence.None);
                 }
 
                 previousCandle = currentCandle;
@@ -54,9 +54,10 @@ public class EmaTrendStrategy : EmaBaseStrategy
         }
     }
 
-    public void AddSignal(CandleEma candleSignal, Timeframe timeframe, TradeDirection direction, Confidence confidence)
+    public void AddSignal(CandleEma candleSignal, TradeDirection direction, Confidence confidence)
     {
-        var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence, candleSignal, candleSignal.Date, candleSignal.Exchange, timeframe, Type, SignalType);
+        var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
+            candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType);
         if (!Signals.Any(s => s.Identifier == signal.Identifier))
         {
             Signals.AddItem(signal);

src/Managing.Domain/Strategies/MACDCrossStrategy.cs

@@ -10,8 +10,8 @@ public class MacdCrossStrategy : Strategy
 {
     public List<Signal> Signals { get; set; }
 
-    public MacdCrossStrategy(string name, Timeframe timeframe, int fastPeriods, int slowPeriods, int signalPeriods) :
+    public MacdCrossStrategy(string name, int fastPeriods, int slowPeriods, int signalPeriods) :
-        base(name, timeframe, StrategyType.MacdCross)
+        base(name, StrategyType.MacdCross)
     {
         Signals = new List<Signal>();
         FastPeriods = fastPeriods;
@@ -39,12 +39,12 @@ public class MacdCrossStrategy : Strategy
             {
                 if (previousCandle.Histogram > 0 && currentCandle.Histogram < 0 && currentCandle.Macd < 0)
                 {
-                    AddSignal(currentCandle, Timeframe, TradeDirection.Short, Confidence.Medium);
+                    AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
                 }
 
                 if (previousCandle.Histogram < 0 && currentCandle.Histogram > 0 && currentCandle.Macd > 0)
                 {
-                    AddSignal(currentCandle, Timeframe, TradeDirection.Long, Confidence.Medium);
+                    AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
                 }
 
                 previousCandle = currentCandle;
@@ -82,11 +82,11 @@ public class MacdCrossStrategy : Strategy
         return macdList;
     }
 
-    private void AddSignal(CandleMacd candleSignal, Timeframe timeframe, TradeDirection direction,
+    private void AddSignal(CandleMacd candleSignal, TradeDirection direction,
         Confidence confidence)
     {
         var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
-            candleSignal, candleSignal.Date, candleSignal.Exchange, timeframe, Type, SignalType);
+            candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType);
         if (!Signals.Any(s => s.Identifier == signal.Identifier))
         {
             Signals.AddItem(signal);

src/Managing.Domain/Strategies/RSIDivergenceConfirmStrategy.cs

@@ -10,7 +10,7 @@ public class RSIDivergenceConfirmStrategy : Strategy
 {
     public List<Signal> Signals { get; set; }
 
-    public RSIDivergenceConfirmStrategy(string name, Timeframe timeframe, int period) : base(name, timeframe, StrategyType.RsiDivergenceConfirm)
+    public RSIDivergenceConfirmStrategy(string name, int period) : base(name, StrategyType.RsiDivergenceConfirm)
     {
         Period = period;
         Signals = new List<Signal>();
@@ -88,7 +88,7 @@ public class RSIDivergenceConfirmStrategy : Strategy
                     // Price go down but RSI go up
                     if (currentCandle.Close < lowPrices.TakeLast(Period.Value).Min(p => p.Close))
                     {
-                        AddSignal(currentCandle, Timeframe, TradeDirection.Long, Confidence.None);
+                        AddSignal(currentCandle, TradeDirection.Long, Confidence.None);
                     }
                 }
                 else
@@ -163,7 +163,7 @@ public class RSIDivergenceConfirmStrategy : Strategy
                     // Price go up but RSI go down
                     if (currentCandle.Close > highPrices.TakeLast(Period.Value).Max(p => p.Close))
                     {
-                        AddSignal(currentCandle, Timeframe, TradeDirection.Short, Confidence.None);
+                        AddSignal(currentCandle, TradeDirection.Short, Confidence.None);
                     }
                 }
                 else
@@ -209,21 +209,22 @@ public class RSIDivergenceConfirmStrategy : Strategy
         {
             if (direction == TradeDirection.Short && currentCandle.Close < signal.Candle.Open)
             {
-                AddSignal(currentCandle, Timeframe, direction, Confidence.High);
+                AddSignal(currentCandle, direction, Confidence.High);
                 Signals.FirstOrDefault(s => s.Identifier == signal.Identifier).Status = SignalStatus.Expired;
             }
 
             if (direction == TradeDirection.Long && currentCandle.Close > signal.Candle.Open)
             {
-                AddSignal(currentCandle, Timeframe, direction, Confidence.High);
+                AddSignal(currentCandle, direction, Confidence.High);
                 Signals.FirstOrDefault(s => s.Identifier == signal.Identifier).Status = SignalStatus.Expired;
             }
         }
     }
 
-    private void AddSignal(CandleRsi candleSignal, Timeframe timeframe, TradeDirection direction, Confidence confidence)
+    private void AddSignal(CandleRsi candleSignal, TradeDirection direction, Confidence confidence)
     {
-        var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence, candleSignal, candleSignal.Date, candleSignal.Exchange, timeframe, Type, SignalType);
+        var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
+            candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType);
         if (!Signals.Any(s => s.Identifier == signal.Identifier))
         {
             Signals.AddItem(signal);
@@ -233,7 +234,6 @@ public class RSIDivergenceConfirmStrategy : Strategy
     private List<CandleRsi> MapRsiToCandle(IReadOnlyCollection<RsiResult> rsiResult,
         IEnumerable<Candle> candles)
     {
-
         return candles.Select(c => new CandleRsi()
         {
             Close = c.Close,

src/Managing.Domain/Strategies/RSIDivergenceStrategy.cs

@@ -13,7 +13,7 @@ public class RSIDivergenceStrategy : Strategy
     private const int UpperBand = 70;
     private const int LowerBand = 30;
 
-    public RSIDivergenceStrategy(string name, Timeframe timeframe, int period) : base(name, timeframe, StrategyType.RsiDivergence)
+    public RSIDivergenceStrategy(string name, int period) : base(name, StrategyType.RsiDivergence)
     {
         Period = period;
         Signals = new List<Signal>();
@@ -91,7 +91,7 @@ public class RSIDivergenceStrategy : Strategy
                     // Price go down but RSI go up
                     if (currentCandle.Close < lowPrices.TakeLast(Period.Value).Min(p => p.Close))
                     {
-                        AddSignal(currentCandle, Timeframe, TradeDirection.Long);
+                        AddSignal(currentCandle, TradeDirection.Long);
                     }
                 }
                 else
@@ -164,7 +164,7 @@ public class RSIDivergenceStrategy : Strategy
                     // Price go up but RSI go down
                     if (currentCandle.Close > highPrices.TakeLast(Period.Value).Max(p => p.Close))
                     {
-                        AddSignal(currentCandle, Timeframe, TradeDirection.Short);
+                        AddSignal(currentCandle, TradeDirection.Short);
                     }
                 }
                 else
@@ -194,9 +194,10 @@ public class RSIDivergenceStrategy : Strategy
         }
     }
 
-    private void AddSignal(CandleRsi candleSignal, Timeframe timeframe, TradeDirection direction)
+    private void AddSignal(CandleRsi candleSignal, TradeDirection direction)
     {
-        var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, Confidence.Low, candleSignal, candleSignal.Date, candleSignal.Exchange, timeframe, Type, SignalType);
+        var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, Confidence.Low,
+            candleSignal, candleSignal.Date, candleSignal.Exchange, Type, SignalType);
 
         if (Signals.Count(s => s.Identifier == signal.Identifier) < 1)
         {
@@ -216,7 +217,6 @@ public class RSIDivergenceStrategy : Strategy
     private List<CandleRsi> MapRsiToCandle(IReadOnlyCollection<RsiResult> rsiResult,
         IEnumerable<Candle> candles)
     {
-
         return candles.Select(c => new CandleRsi()
         {
             Close = c.Close,

src/Managing.Domain/Strategies/STCStrategy.cs

@@ -10,7 +10,7 @@ public class STCStrategy : Strategy
 {
     public List<Signal> Signals { get; set; }
 
-    public STCStrategy(string name, Timeframe timeframe, int cyclePeriods, int fastPeriods, int slowPeriods) : base(name, timeframe, StrategyType.Stc)
+    public STCStrategy(string name, int cyclePeriods, int fastPeriods, int slowPeriods) : base(name, StrategyType.Stc)
     {
         Signals = new List<Signal>();
         FastPeriods = fastPeriods;
@@ -38,12 +38,12 @@ public class STCStrategy : Strategy
             {
                 if (previousCandle.Stc > 75 && currentCandle.Stc <= 75)
                 {
-                    AddSignal(currentCandle, Timeframe, TradeDirection.Short, Confidence.Medium);
+                    AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
                 }
 
                 if (previousCandle.Stc < 25 && currentCandle.Stc >= 25)
                 {
-                    AddSignal(currentCandle, Timeframe, TradeDirection.Long, Confidence.Medium);
+                    AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
                 }
 
                 previousCandle = currentCandle;
@@ -76,10 +76,11 @@ public class STCStrategy : Strategy
                 });
             }
         }
+
         return sctList;
     }
 
-    private void AddSignal(CandleSct candleSignal, Timeframe timeframe, TradeDirection direction, Confidence confidence)
+    private void AddSignal(CandleSct candleSignal, TradeDirection direction, Confidence confidence)
     {
         var signal = new Signal(
             MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker),
@@ -88,7 +89,6 @@ public class STCStrategy : Strategy
             candleSignal,
             candleSignal.Date,
             candleSignal.Exchange,
-            timeframe,
             Type, SignalType);
         if (!Signals.Any(s => s.Identifier == signal.Identifier))
         {

src/Managing.Domain/Strategies/Signal.cs

@@ -1,37 +1,26 @@
-using Managing.Core;
+using System.ComponentModel.DataAnnotations;
+using Managing.Core;
 using Managing.Domain.Candles;
-using System.ComponentModel.DataAnnotations;
 using static Managing.Common.Enums;
 
 namespace Managing.Domain.Strategies
 {
     public class Signal : ValueObject
     {
-        [Required]
+        [Required] public SignalStatus Status { get; set; }
-        public SignalStatus Status { get; set; }
+        [Required] public TradeDirection Direction { get; }
-        [Required]
+        [Required] public Confidence Confidence { get; private set; }
-        public TradeDirection Direction { get; }
+        [Required] public Timeframe Timeframe { get; }
-        [Required]
+        [Required] public DateTime Date { get; private set; }
-        public Confidence Confidence { get; private set; }
+        [Required] public Candle Candle { get; }
-        [Required]
+        [Required] public string Identifier { get; }
-        public Timeframe Timeframe { get; }
+        [Required] public Ticker Ticker { get; }
-        [Required]
+        [Required] public TradingExchanges Exchange { get; set; }
-        public DateTime Date { get; private set; }
+        [Required] public StrategyType StrategyType { get; set; }
-        [Required]
+        [Required] public SignalType SignalType { get; set; }
-        public Candle Candle { get; }
-        [Required]
-        public string Identifier { get; }
-        [Required]
-        public Ticker Ticker { get; }
-        [Required]
-        public TradingExchanges Exchange { get; set; }
-        [Required]
-        public StrategyType StrategyType { get; set; }
-        [Required]
-        public SignalType SignalType { get; set; }
 
         public Signal(Ticker ticker, TradeDirection direction, Confidence confidence, Candle candle, DateTime date,
-            TradingExchanges exchange, Timeframe timeframe, StrategyType strategyType, SignalType signalType)
+            TradingExchanges exchange, StrategyType strategyType, SignalType signalType)
         {
             Direction = direction;
             Confidence = confidence;
@@ -40,10 +29,9 @@ namespace Managing.Domain.Strategies
             Ticker = ticker;
             Exchange = exchange;
             Status = SignalStatus.WaitingForPosition;
-            Timeframe = timeframe;
             StrategyType = strategyType;
 
-            Identifier = $"{StrategyType}-{direction}-{ticker}-{Timeframe}-{candle?.Close}-{date:yyyyMMdd-HHmmss}";
+            Identifier = $"{StrategyType}-{direction}-{ticker}-{candle?.Close}-{date:yyyyMMdd-HHmmss}";
             SignalType = signalType;
         }
 

src/Managing.Domain/Strategies/StDevContext.cs

@@ -10,7 +10,7 @@ public class StDevContext : Strategy
 {
     public List<Signal> Signals { get; set; }
 
-    public StDevContext(string name, Timeframe timeframe, int period) : base(name, timeframe, StrategyType.StDev)
+    public StDevContext(string name, int period) : base(name, StrategyType.StDev)
     {
         Signals = new List<Signal>();
         Period = period;
@@ -35,7 +35,7 @@ public class StDevContext : Strategy
 
             if (lastCandle.ZScore is < 1.2 and > (-1.2))
             {
-                 AddSignal(lastCandle, Timeframe, TradeDirection.None, Confidence.Medium);
+                AddSignal(lastCandle, TradeDirection.None, Confidence.Medium);
             }
             else
             {
@@ -72,10 +72,12 @@ public class StDevContext : Strategy
                 });
             }
         }
+
         return sctList;
     }
 
-    private void AddSignal(CandleStDev candleSignal, Timeframe timeframe, TradeDirection direction, Confidence confidence)
+    private void AddSignal(CandleStDev candleSignal, TradeDirection direction,
+        Confidence confidence)
     {
         var signal = new Signal(
             MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker),
@@ -84,7 +86,6 @@ public class StDevContext : Strategy
             candleSignal,
             candleSignal.Date,
             candleSignal.Exchange,
-            timeframe,
             Type, SignalType);
         if (!Signals.Any(s => s.Identifier == signal.Identifier))
         {

src/Managing.Domain/Strategies/StochRsiTrendStrategy.cs

@@ -12,11 +12,10 @@ public class StochRsiTrendStrategy : Strategy
 
     public StochRsiTrendStrategy(
         string name,
-        Timeframe timeframe,
         int period,
         int stochPeriod,
         int signalPeriod,
-        int smoothPeriods) : base(name, timeframe, StrategyType.StochRsiTrend)
+        int smoothPeriods) : base(name, StrategyType.StochRsiTrend)
     {
         Signals = new List<Signal>();
         StochPeriods = stochPeriod;
@@ -34,7 +33,9 @@ public class StochRsiTrendStrategy : Strategy
 
         try
         {
-            var stochRsi = Candles.GetStochRsi(Period.Value, StochPeriods.Value, SignalPeriods.Value, SmoothPeriods.Value).RemoveWarmupPeriods().ToList();
+            var stochRsi = Candles
+                .GetStochRsi(Period.Value, StochPeriods.Value, SignalPeriods.Value, SmoothPeriods.Value)
+                .RemoveWarmupPeriods().ToList();
             var stochRsiCandles = MapStochRsiToCandle(stochRsi, Candles.TakeLast(Period.Value));
 
             if (stochRsi.Count == 0)
@@ -45,11 +46,11 @@ public class StochRsiTrendStrategy : Strategy
             {
                 if (currentCandle.Signal < 20)
                 {
-                    AddSignal(currentCandle, Timeframe, TradeDirection.Long, Confidence.None);
+                    AddSignal(currentCandle, TradeDirection.Long, Confidence.None);
                 }
                 else if (currentCandle.Signal > 80)
                 {
-                    AddSignal(currentCandle, Timeframe, TradeDirection.Short, Confidence.None);
+                    AddSignal(currentCandle, TradeDirection.Short, Confidence.None);
                 }
 
                 previousCandle = currentCandle;
@@ -83,10 +84,11 @@ public class StochRsiTrendStrategy : Strategy
                 });
             }
         }
+
         return emaList;
     }
 
-    private void AddSignal(CandleStochRsi candleSignal, Timeframe timeframe, TradeDirection direction, Confidence confidence)
+    private void AddSignal(CandleStochRsi candleSignal, TradeDirection direction, Confidence confidence)
     {
         var signal = new Signal(
             MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker),
@@ -95,7 +97,6 @@ public class StochRsiTrendStrategy : Strategy
             candleSignal,
             candleSignal.Date,
             candleSignal.Exchange,
-            timeframe,
             Type,
             SignalType);
         if (!Signals.Any(s => s.Identifier == signal.Identifier))

src/Managing.Domain/Strategies/Strategy.cs

@@ -8,16 +8,14 @@ namespace Managing.Domain.Strategies
 {
     public class Strategy : IStrategy
     {
-        public Strategy(string name, Timeframe timeframe, StrategyType type)
+        public Strategy(string name, StrategyType type)
         {
             Name = name;
-            Timeframe = timeframe;
             Type = type;
             SignalType = ScenarioHelpers.GetSignalType(type);
         }
 
         public string Name { get; set; }
-        public Timeframe Timeframe { get; set; }
         [JsonIgnore] public FixedSizeQueue<Candle> Candles { get; set; }
         public StrategyType Type { get; set; }
         public SignalType SignalType { get; set; }

src/Managing.Domain/Strategies/SuperTrendStrategy.cs

@@ -10,7 +10,7 @@ public class SuperTrendStrategy : Strategy
 {
     public List<Signal> Signals { get; set; }
 
-    public SuperTrendStrategy(string name, Timeframe timeframe, int period, double multiplier) : base(name, timeframe, StrategyType.SuperTrend)
+    public SuperTrendStrategy(string name, int period, double multiplier) : base(name, StrategyType.SuperTrend)
     {
         Signals = new List<Signal>();
         Period = period;
@@ -27,7 +27,8 @@ public class SuperTrendStrategy : Strategy
 
         try
         {
-            var superTrend = Candles.GetSuperTrend(Period.Value, Multiplier.Value).Where(s => s.SuperTrend.HasValue).ToList();
+            var superTrend = Candles.GetSuperTrend(Period.Value, Multiplier.Value).Where(s => s.SuperTrend.HasValue)
+                .ToList();
             var superTrendCandle = MapSuperTrendToCandle(superTrend, Candles.TakeLast(MinimumHistory));
 
             if (superTrendCandle.Count == 0)
@@ -39,13 +40,13 @@ public class SuperTrendStrategy : Strategy
                 // Short
                 if (currentCandle.Close < previousCandle.SuperTrend && previousCandle.Close > previousCandle.SuperTrend)
                 {
-                    AddSignal(currentCandle, Timeframe, TradeDirection.Short, Confidence.Medium);
+                    AddSignal(currentCandle, TradeDirection.Short, Confidence.Medium);
                 }
 
                 // Long
                 if (currentCandle.Close > previousCandle.SuperTrend && previousCandle.Close < previousCandle.SuperTrend)
                 {
-                    AddSignal(currentCandle, Timeframe, TradeDirection.Long, Confidence.Medium);
+                    AddSignal(currentCandle, TradeDirection.Long, Confidence.Medium);
                 }
 
                 previousCandle = currentCandle;
@@ -84,10 +85,11 @@ public class SuperTrendStrategy : Strategy
         return superTrends;
     }
 
-    private void AddSignal(CandleSuperTrend candleSignal, Timeframe timeframe, TradeDirection direction, Confidence confidence)
+    private void AddSignal(CandleSuperTrend candleSignal, TradeDirection direction, Confidence confidence)
     {
-        var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence, candleSignal, candleSignal.Date,
+        var signal = new Signal(MiscExtensions.ParseEnum<Ticker>(candleSignal.Ticker), direction, confidence,
-            candleSignal.Exchange, timeframe, Type, SignalType);
+            candleSignal, candleSignal.Date,
+            candleSignal.Exchange, Type, SignalType);
         if (!Signals.Any(s => s.Identifier == signal.Identifier))
         {
             Signals.AddItem(signal);

src/Managing.Domain/Strategies/ThreeWhiteSoldiersStrategy.cs

@@ -7,8 +7,8 @@ namespace Managing.Domain.Strategies
 {
     public class ThreeWhiteSoldiersStrategy : Strategy
     {
-        public ThreeWhiteSoldiersStrategy(string name, Timeframe timeframe, int period)
+        public ThreeWhiteSoldiersStrategy(string name, int period)
-            : base(name, timeframe, StrategyType.ThreeWhiteSoldiers)
+            : base(name, StrategyType.ThreeWhiteSoldiers)
         {
             Period = period;
         }

src/Managing.Infrastructure.Database/MongoDb/Collections/ScenarioDto.cs

@@ -8,5 +8,6 @@ namespace Managing.Infrastructure.Databases.MongoDb.Collections
     {
         public string Name { get; set; }
         public List<StrategyDto> Strategies { get; set; }
+        public int LoopbackPeriod { get; set; }
     }
 }

src/Managing.Infrastructure.Database/MongoDb/MongoMappers.cs

@@ -342,7 +342,7 @@ public static class MongoMappers
     internal static Signal Map(SignalDto bSignal)
     {
         return new Signal(ticker: bSignal.Ticker, direction: bSignal.Direction, confidence: bSignal.Confidence,
-            candle: Map(bSignal.Candle), date: bSignal.Date, exchange: default, timeframe: bSignal.Timeframe,
+            candle: Map(bSignal.Candle), date: bSignal.Date, exchange: default,
             strategyType: bSignal.Type, signalType: bSignal.SignalType)
         {
             Status = bSignal.Status
@@ -359,6 +359,7 @@ public static class MongoMappers
         {
             Name = scenario.Name,
             Strategies = Map(scenario.Strategies),
+            LoopbackPeriod = scenario.LoopbackPeriod ?? 1
         };
     }
 
@@ -372,7 +373,8 @@ public static class MongoMappers
         return new Scenario(d.Name)
         {
             Name = d.Name,
-            Strategies = Map(d.Strategies).ToList()
+            Strategies = Map(d.Strategies).ToList(),
+            LoopbackPeriod = d.LoopbackPeriod > 0 ? d.LoopbackPeriod : 1
         };
     }
 
@@ -383,7 +385,7 @@ public static class MongoMappers
 
     internal static Strategy Map(StrategyDto strategyDto)
     {
-        return new Strategy(name: strategyDto.Name, timeframe: strategyDto.Timeframe, type: strategyDto.Type)
+        return new Strategy(name: strategyDto.Name, type: strategyDto.Type)
         {
             Period = strategyDto.Period,
             FastPeriods = strategyDto.FastPeriods,
@@ -401,7 +403,6 @@ public static class MongoMappers
         var dto = new StrategyDto
         {
             Type = strategy.Type,
-            Timeframe = strategy.Timeframe,
             Name = strategy.Name,
             SignalType = strategy.SignalType
         };

src/Managing.Infrastructure.Database/TradingRepository.cs

@@ -1,5 +1,4 @@
 using Managing.Application.Abstractions.Repositories;
-using Managing.Common;
 using Managing.Domain.Scenarios;
 using Managing.Domain.Strategies;
 using Managing.Domain.Trades;
@@ -19,7 +18,6 @@ public class TradingRepository : ITradingRepository
     private readonly IMongoRepository<StrategyDto> _strategyRepository;
     private readonly IMongoRepository<FeeDto> _feeRepository;
 
-
     public TradingRepository(
         IMongoRepository<ScenarioDto> scenarioRepository,
         IMongoRepository<SignalDto> signalRepository,
@@ -69,7 +67,7 @@ public class TradingRepository : ITradingRepository
         return positions.Select(MongoMappers.Map);
     }
 
-    public IEnumerable<Position> GetPositionsByStatus(Enums.PositionStatus positionStatus)
+    public IEnumerable<Position> GetPositionsByStatus(PositionStatus positionStatus)
     {
         var filter = Builders<PositionDto>.Filter.Eq(p => p.Status, positionStatus);
         var positions = _positionRepository.FilterBy(filter);

src/Managing.Infrastructure.MongoDb/Collections/StrategyDto.cs

@@ -8,7 +8,6 @@ namespace Managing.Infrastructure.MongoDb.Collections
     public class StrategyDto : Document
     {
         public StrategyType Type { get; set; }
-        public Timeframe Timeframe { get; set; }
         public string Name { get; set; }
         public int? Period { get; set; }
         public int? FastPeriods { get; set; }

src/Managing.WebApp/src/generated/ManagingApi.ts

@@ -1073,10 +1073,12 @@ export class ScenarioClient extends AuthorizedApiBase {
         return Promise.resolve<Scenario[]>(null as any);
     }
 
-    scenario_CreateScenario(name: string | null | undefined, strategies: string[]): Promise<Scenario> {
+    scenario_CreateScenario(name: string | null | undefined, loopbackPeriod: number | null | undefined, strategies: string[]): Promise<Scenario> {
         let url_ = this.baseUrl + "/Scenario?";
         if (name !== undefined && name !== null)
             url_ += "name=" + encodeURIComponent("" + name) + "&";
+        if (loopbackPeriod !== undefined && loopbackPeriod !== null)
+            url_ += "loopbackPeriod=" + encodeURIComponent("" + loopbackPeriod) + "&";
         url_ = url_.replace(/[?&]$/, "");
 
         const content_ = JSON.stringify(strategies);
@@ -1191,16 +1193,12 @@ export class ScenarioClient extends AuthorizedApiBase {
         return Promise.resolve<Strategy[]>(null as any);
     }
 
-    scenario_CreateStrategy(strategyType: StrategyType | undefined, timeframe: Timeframe | undefined, name: string | null | undefined, period: number | null | undefined, fastPeriods: number | null | undefined, slowPeriods: number | null | undefined, signalPeriods: number | null | undefined, multiplier: number | null | undefined, stochPeriods: number | null | undefined, smoothPeriods: number | null | undefined, cyclePeriods: number | null | undefined): Promise<Strategy> {
+    scenario_CreateStrategy(strategyType: StrategyType | undefined, name: string | null | undefined, period: number | null | undefined, fastPeriods: number | null | undefined, slowPeriods: number | null | undefined, signalPeriods: number | null | undefined, multiplier: number | null | undefined, stochPeriods: number | null | undefined, smoothPeriods: number | null | undefined, cyclePeriods: number | null | undefined): Promise<Strategy> {
         let url_ = this.baseUrl + "/Scenario/strategy?";
         if (strategyType === null)
             throw new Error("The parameter 'strategyType' cannot be null.");
         else if (strategyType !== undefined)
             url_ += "strategyType=" + encodeURIComponent("" + strategyType) + "&";
-        if (timeframe === null)
-            throw new Error("The parameter 'timeframe' cannot be null.");
-        else if (timeframe !== undefined)
-            url_ += "timeframe=" + encodeURIComponent("" + timeframe) + "&";
         if (name !== undefined && name !== null)
             url_ += "name=" + encodeURIComponent("" + name) + "&";
         if (period !== undefined && period !== null)
@@ -1583,7 +1581,7 @@ export class TradingClient extends AuthorizedApiBase {
 
         let options_: RequestInit = {
             body: content_,
-            method: "GET",
+            method: "POST",
             headers: {
                 "Content-Type": "application/json",
                 "Accept": "application/json"
@@ -2206,11 +2204,11 @@ export interface Spotlight {
 export interface Scenario {
     name?: string | null;
     strategies?: Strategy[] | null;
+    loopbackPeriod?: number | null;
 }
 
 export interface Strategy {
     name?: string | null;
-    timeframe?: Timeframe;
     type?: StrategyType;
     signalType?: SignalType;
     minimumHistory?: number;

src/Managing.WebApp/src/global/type.tsx

@@ -1,13 +1,30 @@
-import type {
+import type {TableInstance, UsePaginationInstanceProps, UsePaginationState, UseSortByInstanceProps,} from 'react-table'
-  TableInstance,
-  UsePaginationInstanceProps,
-  UsePaginationState,
-  UseSortByInstanceProps,
-} from 'react-table'
 import type {Edge, Node} from 'reactflow'
 
-import type { Account, AccountType, Backtest, Balance, BotType, Candle, FlowOutput, FlowType, IFlow, KeyValuePairOfDateTimeAndDecimal, MoneyManagement, Position, RiskLevel, Scenario, Signal, Ticker, Timeframe, TradeDirection, TradingBot, TradingExchanges } from '../generated/ManagingApi'
+import type {
-import { ReactNode, FC } from 'react'
+    Account,
+    AccountType,
+    Backtest,
+    Balance,
+    BotType,
+    Candle,
+    FlowOutput,
+    FlowType,
+    IFlow,
+    KeyValuePairOfDateTimeAndDecimal,
+    MoneyManagement,
+    Position,
+    RiskLevel,
+    Scenario,
+    Signal,
+    Ticker,
+    Timeframe,
+    TradeDirection,
+    TradingBot,
+    TradingExchanges
+} from '../generated/ManagingApi'
+import {FC, ReactNode} from 'react'
+
 export type TabsType = {
   label: string
   index: number
@@ -156,6 +173,7 @@ export type  IBotList = {
 export type  IScenarioFormInput = {
   name: string
   strategies: string[]
+  loopbackPeriod: number | undefined
 }
 export type  IScenarioList = {
   list: Scenario[]

src/Managing.WebApp/src/pages/scenarioPage/scenarioList.tsx

@@ -22,7 +22,7 @@ const ScenarioList: React.FC = () => {
   async function createScenario(form: IScenarioFormInput) {
     const t = new Toast('Creating scenario')
     await client
-      .scenario_CreateScenario(form.name, form.strategies)
+      .scenario_CreateScenario(form.name, form.loopbackPeriod, form.strategies)
       .then((data: Scenario) => {
         t.update('success', 'Scenario created')
         setScenarios((arr) => [...arr, data])
@@ -97,6 +97,17 @@ const ScenarioList: React.FC = () => {
             </select>
           </div>
         </div>
+        <div className="form-control mb-5">
+          <div className="input-group">
+            <label htmlFor="name" className="label mr-6">
+              Loopback period
+            </label>
+            <input
+              className="bg-inherit w-full max-w-xs"
+              {...register('loopbackPeriod')}
+            ></input>
+          </div>
+        </div>
         <div className="modal-action">
           <button type="submit" className="btn">
             Build

src/Managing.WebApp/src/pages/scenarioPage/strategyList.tsx

@@ -6,11 +6,7 @@ import 'react-toastify/dist/ReactToastify.css'
 import useApiUrlStore from '../../app/store/apiStore'
 import {Toast} from '../../components/mollecules'
 import type {Strategy} from '../../generated/ManagingApi'
-import {
+import {ScenarioClient, StrategyType, Timeframe,} from '../../generated/ManagingApi'
-  StrategyType,
-  ScenarioClient,
-  Timeframe,
-} from '../../generated/ManagingApi'
 
 import StrategyTable from './strategyTable'
 
@@ -43,7 +39,6 @@ const StrategyList: React.FC = () => {
     await scenarioClient
       .scenario_CreateStrategy(
         form.type,
-        form.timeframe,
         form.name,
         form.period,
         form.fastPeriods,