how to backtest future

[zhangteng0606]

I've read through the documentation and cannot find a way for backtesting binance future, EHTUSDT-PERP for example. I know in live trading I can set position side using a position_id suffix when submitting an order, but how to do this in backtesting? Has anyone done something similar before, help please

[calmintp]

@zhangteng0606 Binance perpetuals are not handled differently from any other derivative instrument in Nautilus. For backtesting you just need to Define the instrument (e.g., ETHUSDT-PERP) as a Future or Perpetual instrument in your InstrumentProvider.
Nautilus does not ship a built-in Binance future definition, so you must define the contract metadata yourself (symbol, quote/base, tick size, lot size, etc.).

• Feed historical market data for that instrument into the backtest (from Binance or any vendor).
• Use position_id exactly the same way you use it in live trading.
• The backtester fully supports multiple independent positions based on position_id (hedge mode).
• If you submit orders with different position_id strings, the simulation will maintain separate long and short books just like on Binance.

example

order = MarketOrder(
    instrument_id="ETHUSDT-PERP",
    quantity=1,
    position_id="long",   # or "short"
)
ctx.submit_order(order)

Once the instrument and data are loaded, there is no difference between backtesting and live trading from the strategy’s perspective.

If this was helpful, please mark this as answer. Happy Trading!