Tutorials

Step-by-step walkthroughs demonstrating specific features and workflows.

Each tutorial is a Jupytext percent-format Python file in the docs tutorials directory. You can run them directly as scripts or open them as notebooks with Jupytext.

Latest: docs built from the master branch for stable releases. See https://nautilustrader.io/docs/latest/tutorials/.
Nightly: docs built from the nightly branch for experimental features. See https://nautilustrader.io/docs/nightly/tutorials/.

Recommended order

New to NautilusTrader? Work through these in sequence:

Quickstart - run your first backtest in five minutes with synthetic data
Backtest (low-level API) - direct BacktestEngine usage with real market data and execution algorithms
Backtest (high-level API) - config-driven backtesting with BacktestNode and the Parquet data catalog
Loading external data - load CSV or other external data into the ParquetDataCatalog (how-to guide)
Backtest with FX bar data - FX bar backtesting with rollover interest simulation
Pick a topic-specific tutorial below

Backtesting

Tutorial	Description	Data
Backtest with FX Bar Data	EMA cross on FX bars with rollover simulation.	Bundled
Backtest with Order Book Depth Data (Binance)	Order book imbalance strategy on depth data.	User‑provided
Backtest with Order Book Depth Data (Bybit)	Order book imbalance strategy on depth data.	User‑provided

Data workflows

For task-oriented data recipes, see the how-to guides:

Guide	Description	Data
Loading external data	Load external data into the `ParquetDataCatalog`.	User‑provided
Data catalog with Databento	Set up a catalog with Databento schemas.	Databento API key

Strategy patterns

Tutorial	Description	Data
Mean Reversion with Proxy FX Data (AX Exchange)	Bollinger Band mean reversion on EURUSD‑PERP.	TrueFX proxy
Gold Perpetual Book Imbalance (AX Exchange)	Order book imbalance on XAU‑PERP.	Databento API key
Grid Market Making with a Deadman's Switch (BitMEX)	Grid MM with server‑side safety on XBTUSD.	Tardis.dev
On‑Chain Grid Market Making with Short‑Term Orders (dYdX)	Grid MM on dYdX v4 perpetuals.	User‑provided

Options

Tutorial	Description	Data
Options Data and Greeks (Bybit)	Stream Greeks and option chain snapshots.	Live API
Delta‑Neutral Options Strategy (Bybit)	Short strangle with perpetual delta hedging.	Live API

Rust

Tutorial	Description	Data
Book Imbalance Backtest (Betfair)	Book imbalance actor on Betfair L2 data.	User‑provided
Hurst/VPIN Directional Strategy (Kraken Futures)	Regime‑filtered informed‑flow strategy on PF_XBTUSD.	Tardis.dev