Quick Start¶

Export-first path: install → research export → optional policy triage → optional holdout. The interactive CLI wizard is optional and documented at the bottom.

1. Install¶

pip install monte-neo
# Apple Silicon extras (MLX / Metal bindings):
pip install "monte-neo[apple]"

Isolated CLI: pipx install "monte-neo[apple]".

Full matrix: Installation.

2. Export API (primary)¶

Fee-aware SMA sweep on synthetic OHLC — same shape as examples/export_sma_sweep_quickstart.py:

from monte_neo.backtest import ExecutionModel, export_sma_sweep, synthetic_ohlcv

ohlc = synthetic_ohlcv(100_000, seed=42)
model = ExecutionModel(commission_bps=5.0, slippage_bps=5.0, warmup_bars=50)
out = export_sma_sweep(
    ohlc["open"],
    ohlc["high"],
    ohlc["low"],
    ohlc["close"],
    combos=16,
    model=model,
    device="auto",  # Metal when safe on Apple Silicon; else cpu_numba
)
print(
    {
        "device": out.get("device"),
        "fallback_reason": out.get("fallback_reason"),
        "combos": out.get("combos"),
        "ok": out.get("ok"),
    }
)

Aligned with the Home snippet. More detail: Research export API.

3. Policy triage (optional)¶

After you save an export_sma_sweep / export_batch JSON:

monte-neo --policy-triage path/to/export.json

See Research policy.

4. Holdout smoke (optional)¶

monte-neo --holdout-sma --holdout-bars 20000 --holdout-combos 32

See Holdout.

CLI wizard (optional)¶

The interactive menu is still available if you prefer a guided loop.

uv run monte-neo
# or: monte-neo

Typical flow:

Download Market Data — searchable symbols (e.g. BTCUSDT), timeframe, history length
Set Target Metrics — e.g. profit factor threshold
Generate Indicator — search / optimize candidates

Dynamic Mode (evolutionary)¶

In configuration, select dynamic among indicator types
Random search finds candidates first
With enough candidates, evolutionary optimization cross-breeds / mutates survivors
Results can be checked with Monte Carlo helpers

Tips: arrow keys navigate; Space toggles checkboxes. Deep dive: Dynamic Indicators.