The complete strategy authoring guide for Manifold-BT, the open-source Python backtesting library with a Rust core. Learn how to declare signals with the expression DSL, use the 45+ built-in indicators, configure realistic execution (slippage, fees, funding, partial fills), and run parameter sweeps, 2-D heatmaps, walk-forward optimization, parameter stability analysis, and Monte Carlo studies. The reference also covers data ingestion from Binance, Hyperliquid, dYdX, Bitstamp, Databento, and Massive, multi-asset and portfolio backtests, reproducible manifests, and rendering tearsheet reports.