diff --git a/app/components/backtest/backtest.py b/app/components/backtest/backtest.py
index 04b6377..939d6b1 100644
--- a/app/components/backtest/backtest.py
+++ b/app/components/backtest/backtest.py
@@ -4,6 +4,7 @@
 from loguru import logger
 from pydantic import BaseModel
 
+from components.backtest.utils import remove_overlapping_positions
 from components.orders.order import Order
 from components.positions.position import Position
 
@@ -47,7 +48,6 @@ def get_overview(self):
         }
 
 
-
 class Backtest:
     def __init__(self, data, strategy):
         self.data = data
@@ -73,6 +73,9 @@ def test(self):
                 executor.submit(p.test, self.data)
         logger.debug(f'Finished testing {len(positions)} positions in parallel.')
 
+        # after all positions have been tested, we can check for overlapping positions
+        positions = remove_overlapping_positions(positions, max_overlap=0)
+
         all_position_orders = []
         for p in positions:
             all_position_orders += p.orders
diff --git a/app/components/backtest/utils.py b/app/components/backtest/utils.py
index a41394c..314c7e8 100644
--- a/app/components/backtest/utils.py
+++ b/app/components/backtest/utils.py
@@ -1,26 +1,24 @@
-from components.positions import Position
+from loguru import logger
 
 
-def remove_overlapping_positions(positions: Position, max_overlap):
-    positions_copy = positions[:]
+class ComponentManager:
 
-    # Iterate over the positions, comparing each one to all subsequent positions
-    for i in range(len(positions_copy)):
-        num_overlaps = 0
-        for j in range(i + 1, len(positions_copy)):
-            position_i = positions_copy[i]
-            position_j = positions_copy[j]
+    _components = []
 
-            # Check if the positions overlap
-            i_start = position_i.opened_timestamp
-            i_end = position_i.closed_timestamp
-            j_start = position_j.opened_timestamp
-            j_end = position_j.closed_timestamp
-            if (i_start <= j_end) and (j_start <= i_end):
-                num_overlaps += 1  # Increment the overlap counter
-                if num_overlaps > max_overlap:
-                    positions_copy.pop(j)
-                    break
+    @classmethod
+    def register(cls, component):
+        if component in cls._components:
+            return
+        cls._components.append(component)
+        logger.debug(f'Registered component {component} ({component.__module__})')
 
-    # Return the modified copy of the list
-    return positions_copy
+    @classmethod
+    def all(cls):
+        return [o() for o in cls._components]
+
+    @classmethod
+    def get(cls, name):
+        for component in cls._components:
+            if component.__name__ == name:
+                return component()
+        raise ValueError(f'Component "{name}" not found.')
\ No newline at end of file
diff --git a/app/components/ohlc/ohlc.py b/app/components/ohlc/ohlc.py
index a266ede..e2cec9d 100644
--- a/app/components/ohlc/ohlc.py
+++ b/app/components/ohlc/ohlc.py
@@ -1,4 +1,5 @@
 import pandas as pd
+from loguru import logger
 
 from components.ohlc.symbol import Symbol
 
@@ -32,7 +33,11 @@ def reset_index(self):
     def _get_ohlc(self, column: str, index: int = None):
         if index is None:
             index = self._index
-        value = self.dataframe[column].iloc[index]
+        try:
+            value = self.dataframe[column].iloc[index]
+        except IndexError:
+            logger.error(f'Index out of range. Index: {index}, Length: {len(self.dataframe)}')
+            value = None
         return value
 
     @property
@@ -63,7 +68,10 @@ def get_timestamp(self, offset: int = 0):
         return self.dataframe.index[self._index + offset]
 
     def all(self, column: str):
-        return self.dataframe[column]
+        try:
+            return self.dataframe[column]
+        except KeyError:
+            return []
 
     def __str__(self):
         return f'OHLC: {self.symbol}'
diff --git a/app/components/parameter.py b/app/components/parameter.py
index 5d3ad18..a7b4993 100644
--- a/app/components/parameter.py
+++ b/app/components/parameter.py
@@ -44,6 +44,8 @@ def __index__(self):
         return self.value.__index__()
 
 
+
+
 class IntegerParameter(BaseParameter):
     def __init__(self, value: int, min_value: int = 0, max_value: int = 9999):
         self.value = int(value)
@@ -63,7 +65,7 @@ def _validate(self):
 
 
 class FloatParameter(BaseParameter):
-    def __init__(self, value: float, min_value: float, max_value: float):
+    def __init__(self, value: float, min_value: float = -9999, max_value: float = 9999):
         self.value = float(value)
         self.min_value = min_value
         self.max_value = max_value
diff --git a/app/components/positions/position.py b/app/components/positions/position.py
index f44a9c1..e3002f9 100644
--- a/app/components/positions/position.py
+++ b/app/components/positions/position.py
@@ -29,7 +29,9 @@ def __int__(self):
         self.id = self._get_id()
 
     def __str__(self):
-        return f'Position: {""} | {self.side} | {self.size} | {self.cost_basis} | {self.pnl}'
+        return f'Position: {""}\t[{self.side.upper()}]\t{self.size} {self.average_entry_price} -> ' \
+               f'{self.average_exit_price} \t pnl:{round(self.pnl, 2)} (opn:' \
+               f' {self.opened_timestamp}, cls: {self.closed_timestamp})'
 
     def _get_id(self):
         """Get the id of the position."""
@@ -83,7 +85,7 @@ def _add_order_to_size(self, order: Order):
     def _fill_order(self, order: Union[Order, StopOrder, LimitOrder], ohlc: 'OHLC' = None):
         """Handles TBD orders.  Sets the timestamp and fills the order if it was filled."""
         start_index = ohlc.index.get_loc(self.orders[0].timestamp)
-        df = ohlc.dataframe.iloc[start_index:]
+        df = ohlc.dataframe.iloc[start_index + 1:]
         # loop through the df
         for index, row in df.iterrows():
             # handle stops
diff --git a/app/components/strategy/builtins/ta/__init__.py b/app/components/strategy/builtins/ta/__init__.py
index 72fa10f..279e38e 100644
--- a/app/components/strategy/builtins/ta/__init__.py
+++ b/app/components/strategy/builtins/ta/__init__.py
@@ -1,3 +1,5 @@
 from components.strategy.builtins.ta.sma import *
 from components.strategy.builtins.ta.correlation import *
+from components.strategy.builtins.ta.kalman_filter import *
+from components.strategy.builtins.ta.atr import *
 from components.strategy.builtins.ta.logic import Logic as logic
\ No newline at end of file
diff --git a/app/components/strategy/builtins/ta/atr.py b/app/components/strategy/builtins/ta/atr.py
new file mode 100644
index 0000000..6abd9b6
--- /dev/null
+++ b/app/components/strategy/builtins/ta/atr.py
@@ -0,0 +1,31 @@
+import numpy as np
+
+from components.strategy import Series
+
+
+def atr(high: Series, low: Series, close: Series, period: int = 12) -> Series:
+    """ Calculate the average true range """
+
+    high = np.array(high)
+    low = np.array(low)
+    close = np.array(close)
+
+    if len(high) != len(low) != len(close):
+        raise ValueError("Input lists must have the same length")
+
+    if len(high) < period:
+        raise ValueError("Input lists must have at least 'period' number of elements")
+
+    true_range = []
+
+    for i in range(1, len(high)):
+        tr = max(high[i] - low[i], abs(high[i] - close[i - 1]), abs(low[i] - close[i - 1]))
+        true_range.append(tr)
+
+    result = []
+
+    for i in range(period, len(true_range) + 1):
+        average = np.mean(true_range[i - period: i])
+        result.append(average)
+
+    return Series(result)
diff --git a/app/components/strategy/builtins/ta/correlation.py b/app/components/strategy/builtins/ta/correlation.py
index c5e1423..880a067 100644
--- a/app/components/strategy/builtins/ta/correlation.py
+++ b/app/components/strategy/builtins/ta/correlation.py
@@ -1,12 +1,28 @@
 import numpy as np
+import pandas as pd
 
 from components.strategy import Series
 
 
 def correlation_coefficient(x: Series, y: Series, period: int) -> Series:
     """ Calculate the correlation coefficient between two lists """
-    x = np.array(x)
-    y = np.array(y)
+    if len(x) != len(y):
+        raise ValueError("Input arrays must have the same length")
 
-    # Calculate the correlation coefficient
-    return Series(np.corrcoef(x, y)[0, 1])
+    if len(x) < period:
+        raise ValueError("Period must be less than or equal to the length of input arrays")
+
+    x = np.asarray(x.as_list())
+    y = np.asarray(y.as_list())
+
+    result = np.zeros(len(x) - period + 1)
+
+    for i in range(len(result)):
+        x_window = x[i:i + period]
+        y_window = y[i:i + period]
+        result[i] = np.corrcoef(x_window, y_window)[0, 1]
+
+    pad_size = period - 1
+    result = np.pad(result, (pad_size, 0), mode='constant', constant_values=np.nan)
+
+    return Series(list(result))
diff --git a/app/components/strategy/builtins/ta/kalman_filter.py b/app/components/strategy/builtins/ta/kalman_filter.py
new file mode 100644
index 0000000..dc3d60c
--- /dev/null
+++ b/app/components/strategy/builtins/ta/kalman_filter.py
@@ -0,0 +1,23 @@
+import math
+
+import pandas as pd
+from loguru import logger
+
+from components.strategy import Series
+from components.strategy.builtins.ta.nz import nz
+
+import numpy as np
+
+
+def kalman_filter(src: pd.Series, gain):
+    src = list(src)
+    kf = np.zeros(len(src))
+    velo = np.zeros(len(src))
+    smooth = np.zeros(len(src))
+    for i in range(len(src)):
+        dk = src[i] - kf[i-1] if i > 0 else src[i]
+        smooth[i] = kf[i-1] + dk * np.sqrt((gain / 10000) * 2)
+        velo[i] = velo[i-1] + ((gain / 10000) * dk)
+        kf[i] = smooth[i] + velo[i]
+    return Series(list(kf))
+
diff --git a/app/components/strategy/series.py b/app/components/strategy/series.py
index f6fee1e..a975f5a 100644
--- a/app/components/strategy/series.py
+++ b/app/components/strategy/series.py
@@ -27,6 +27,12 @@ def __repr__(self):
     def __len__(self):
         return len(self._data)
 
+    def __getitem__(self, item):
+        if isinstance(self._data, list):
+            return self._data[item]
+        if isinstance(self._data, pd.Series):
+            return self._data.iloc[item]
+
     def __float__(self):
         if isinstance(self._data, list):
             return self._data[self._loop_index]
diff --git a/app/tests/test_backtest.py b/app/tests/test_backtest.py
index 8dd7f3e..926051d 100644
--- a/app/tests/test_backtest.py
+++ b/app/tests/test_backtest.py
@@ -1,6 +1,7 @@
 from components.backtest.backtest import Backtest
 from components.ohlc import CSVAdapter
-from components.orders import Order
+from components.orders import Order, LimitOrder, StopOrder
+from components.orders.enums import OrderSide
 from components.positions import Position
 from storage.strategies.examples.sma_cross_over import SMACrossOver
 
@@ -65,7 +66,6 @@ def test_bracket_position(self):
         assert p.size == 0
         assert p.pnl == 1.9999999999999716
 
-
     def test_stop_loss(self):
         strategy = SMACrossOver(data=OHLC)
         strategy.orders.orders = []
@@ -138,15 +138,15 @@ def test_complex_positions(self):
 
         p2 = Position(
             orders=[
-                Order(side='sell', symbol='AAPL', qty=1, order_type='market', filled_avg_price=100, timestamp=1),
-                Order(side='buy', symbol='AAPL', qty=1, order_type='stop', filled_avg_price=90, timestamp=2),
+                Order(side='sell', symbol='AAPL', qty=1, order_type='market', filled_avg_price=100, timestamp=10),
+                Order(side='buy', symbol='AAPL', qty=1, order_type='stop', filled_avg_price=90, timestamp=20),
             ]
         )
 
         p3 = Position(
             orders=[
-                Order(side='buy', symbol='AAPL', qty=1, order_type='market', filled_avg_price=100, timestamp=1),
-                Order(side='sell', symbol='AAPL', qty=1, order_type='stop', filled_avg_price=110, timestamp=2),
+                Order(side='buy', symbol='AAPL', qty=1, order_type='market', filled_avg_price=100, timestamp=100),
+                Order(side='sell', symbol='AAPL', qty=1, order_type='stop', filled_avg_price=110, timestamp=200),
             ]
         )
 
@@ -157,4 +157,70 @@ def test_complex_positions(self):
 
         assert b.result.pnl == 70
 
+    def test_backtest_short_with_order_types(self):
 
+        b = Backtest(strategy=SMACrossOver(), data=OHLC)
+
+        side = OrderSide.SELL
+        open_order = Order(
+            type='market',
+            side=side,
+            qty=100,
+            symbol='AAPL',
+            filled_avg_price=257.33,
+            timestamp=1653984000000,
+            filled_timestamp=1653984000000,
+        )
+        take_profit = LimitOrder(
+            side=OrderSide.inverse(side),
+            qty=100,
+            symbol='AAPL',
+            limit_price=256,
+        )
+        stop_loss = StopOrder(
+            side=OrderSide.inverse(side),
+            qty=100,
+            symbol='AAPL',
+            stop_price=300
+        )
+
+        p = Position(orders=[open_order, take_profit, stop_loss])
+        b.strategy.positions.add(p)
+        b.test()
+        tested_position = b.strategy.positions.all()[0]
+        print(tested_position)
+
+        assert tested_position.size == 0
+        assert tested_position.closed_timestamp == 1653984600000
+
+    def test_backtest_long_with_order_types(self):
+        b = Backtest(strategy=SMACrossOver(), data=OHLC)
+        side = OrderSide.BUY
+        open_order = Order(
+            type='market',
+            side=side,
+            qty=100,
+            symbol='AAPL',
+            filled_avg_price=257.33,
+            timestamp=1653984000000,
+            filled_timestamp=1653984000000,
+        )
+        take_profit = LimitOrder(
+            side=OrderSide.inverse(side),
+            qty=100,
+            symbol='AAPL',
+            limit_price=260,
+        )
+        stop_loss = StopOrder(
+            side=OrderSide.inverse(side),
+            qty=100,
+            symbol='AAPL',
+            stop_price=100
+        )
+
+        p = Position(orders=[open_order, take_profit, stop_loss])
+        b.strategy.positions.add(p)
+        b.test()
+        tested_position = b.strategy.positions.all()[0]
+        assert tested_position.size == 0
+        assert tested_position.closed_timestamp == 1654183500000