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