I'm looking for a practical way to research systematic BTC spot swing trades held from several hours to several days. I'm not asking for trade signals or buy/sell advice; the focus is the software used to test and manage rules safely.
I would like to run the framework locally if possible, inspect how it works, backtest with realistic commissions and slippage, paper trade before risking capital, and eventually connect to an exchange API only after the system behaves consistently. Freqtrade and Jesse look approachable, while NautilusTrader and LEAN appear more flexible but more complex.
For anyone who has automated or systematically tested BTC swing trades, which framework was easiest to trust? How did it handle multi-timeframe data, position sizing, stops, partial fills, and recovery after an exchange or process disconnect? Firsthand reasons for switching away from a tool would be especially helpful.