What are strategies?

Strategies contain the core logic of how you interact with the markets.

They are composed of the following parts:

Tests

This is just a collection of scenarios attached to a strategy. Tests are required to be run everytime we update a strategy to understand how the change we made affects the overall performance.

Variables

These objects represet market data. Variables are a way for us to encapsulate data points for use within our strategy.

Here are some examples:

  • Latest ticker closing price

  • Simple moving average based on the last 50 tickers

  • Highest high of the last 25 tickers

Strategy Logic

Logic is split into two segments: entry & exit.

The entry logic is run when there are no positions open to determine an entry point and the exit logic is run when the reverse is true to find an exit point.

These are constructed using the platform's strategy builder where you can control the flow of actions using the following components: events, gateways, and activities.

Money Management

The platform handles resource management via risk based position sizing, pyramiding, and stop loss limiting.