Codex CLI · Setup

Backtest from Codex CLI

OpenAI's Codex CLI supports MCP via its mcp_servers config block. Point it at Bagtester and the agent gets a 14-tool backtesting surface — submit, optimize, walk-forward, compare, manage subscription.

Status (May 2026): Bagtester is verified working end-to-end with Claude Code and Cursor. Codex CLI compatibility is high-confidence by spec (HTTP MCP transport), but we haven't yet completed an internal dogfood test. If you hit a rough edge, please ping us.

Setup

Get an API key

Edit your Codex config

Open ~/.codex/config.toml and add a new MCP server block:

toml

[mcp_servers.bagtester]
type = "http"
url = "https://bagtester.com/api/mcp"

[mcp_servers.bagtester.headers]
Authorization = "Bearer bag_YOUR_KEY_HERE"

If you prefer per-project config, drop the same block into your repo's.codex/config.toml.

Verify the connection

Start a Codex session and ask:

prompt

list bagtester tools

The agent should enumerate all 14 tools.

Run a backtest

prompt

backtest an RSI mean-reversion strategy on ETHUSDT for 2024-2025

Codex writes the strategy, calls submit_strategy, and reads the structured result back. You see metrics + sparkline + share URL right in the terminal.

Tips for Codex specifically

Use approval mode for the first run. Codex's approval mode prompts you before each MCP call so you can see the args. Switch to auto once you trust the flow.
Bearer header goes under [mcp_servers.NAME.headers]. Codex parses this section as a string map; the leading dot in mcp_servers.bagtester.headers matters.
If MCP discovery fails, restart Codex. The CLI caches the MCP capability ad on startup. Re-running codex with the new config block re-fetches it.

Try it

Free tier: 500 credits/month. Add the block above to ~/.codex/config.toml and ask Codex to run a backtest.

Get an API key Quickstart