Strategy Details

Overview

The Strategy details node is the main node in the strategy, it is where all of your nodes terminate, and where you can dial in your risk levels with the additional settings.

Node Connections

Nodes are connected to the Strategy Details node in the following ways

Take Profits

You can attach as many take profits to the strategy as you like, these will be triggered when the conditions specified per take profit are met, you can have unlimited take profits, the limit is the minimum order size of the exchange, and the % you are exiting.

Important

Take profits will only ever be allowed to add upto 100%, for example, if you have 3 takes profit nodes attached to the strategy details node, and they are set to exit 25%, 50% and 75%, the last node to be triggered (75%) would only exit 25%, due to there only being 25% of the position left to exit.

Trailing Stop Loss

While normal stop loss is computed, for example, for Long trades as entry_price * (1 - stop_loss), if you turn the trailing_stop_loss on, your stop loss would be computed from the most favourable price seen since the trade was opened. The formula in that case would be most_favourable_price * (1 - stop_loss). In case of Long trades, as the price keeps going up, most_favourable_price will keep being updated and your stop_loss will keep going up with the price. In case of Short trades if trailing if trailing_stop_loss option is on, as the price goes down, your stop loss price will keep going down with it.

Scale In

You can also attach as many scale ins to the strategy as you like, these will be triggered when the conditions specified per scale in are met, you can have unlimited scale ins, the limit is the minimum order size of the exchange, and the % you are entering.

No Trading Times

You can attach as many no trading times to the strategy as you like, these will stop the strategy trading, during the hours you specify, you can have unlimited non trading times

OR | Entry Logic

This is where you can attach either a Create Signal or a Signal Group node, these will be evaluated to determine if the strategy should enter a trade or increase your current position, this behaviour can also be modified by the Strategy Details , you can have unlimited nodes attached to the OR | Entry Logic node.

OR | Exit Logic

This is where you can attach either a Create Signal or a Signal Group node, these will be evaluated to determine if the strategy should reduce the amount held in a position, you can have unlimited nodes attached to the OR | Entry Logic node.

Delay Entry Options

These don't have any effect on Profit Scaling meaning that profit scaling would be triggered once conditions are satisfied. Choose 0 to turn off.

Periods Between Entries - how many min TF periods should pass before making an additional entry whether you enter into a new position or add to your existing position on a signal. This parameter doesn't affect Profit Scaling. Choose 0 to turn off.
Periods Delay After Consecutive Wins/Losses - How many min TF periods should pass after your strategy had X consecutive Winning or Losing positions. Consecutive Wins and Consecutive Losses parameters allow you to choose conditions to trigger this delay. This parameter takes priority over the Periods Between Entries parameter.

Hybrid AI Optimization

This is where you can attach a Hybrid AI Optimization node, this will allow you to optimize your strategy using AI, you can only have one attached to the Hybrid AI Optimization connection.

Ultimately, after you define your AI settings, we perform the following steps:

We run the strategy with the default settings (NO AI Training)
We use the outcome of trades to label the dataset.
We train the AI model on the labeled dataset, aiming to predict the outcome of trades, aiming to reduce the number of losing trades taken.
We run the strategy with the AI model, and compare the results to the default strategy.

Compute Method

Compute Method defines how your signals are going to be processed for backtesting, paper trading and for live trading. This option is important for when your signal is based on multiple different time frames simultaneously. You have 2 options here:

compute_on_min_timeframe - all individual signals are going to be converted to the smallest time frame for that specific signal. Usually this will produce more signals.
compute_on_max_timeframe - all individual signals are going to be converted to the highest time frame for that specific signal. Usually this will produce fewer signals.

Suppose the following example: multi_tf_signal_group

To compute on min tf we wait for the smallest TF candles to close after which we check if the condition could be satisfied and triggered. Conditions on higher time frames are staying True after they've been triggered for the duration of the whole higher TF period on the smallest TF. So for example, in case of 1m and 15m TF, if the condition on 15m was satisfied in the candle that closed at 00:15, then that condition on 15m will stay True since 00:15 till 00:29 on 1m TF. After Signal is Triggered, entry happens at the next candle open. Below is an example table:

compute_on_min_tf

time	1m	5m	15m	Signal Triggered	Entry
00:01	True	False	False	False	False
00:02	True	False	False	False	False
00:03	False	False	False	False	False
00:04	False	False	False	False	False
00:05	False	False	False	False	False
00:06	False	False	False	False	False
00:07	True	False	False	False	False
00:08	False	False	False	False	False
00:09	False	False	False	False	False
00:10	False	True	False	False	False
00:11	True	True	False	False	False
00:12	True	True	False	False	False
00:13	False	True	False	False	False
00:14	False	True	False	False	False
00:15	False	True	True	False	False
00:16	False	True	True	False	False
00:17	False	True	True	False	False
00:18	True	True	True	True	False
00:19	False	True	True	False	True
00:20	False	True	True	False	False
00:21	False	True	True	False	False
00:22	False	True	True	False	False
00:23	False	True	True	False	False
00:24	True	True	True	True	False
00:25	False	True	True	False	True
00:26	False	False	True	False	False
00:27	False	False	True	False	False
00:28	False	False	True	False	False
00:29	False	False	True	False	False
00:30	False	True	False	False	False
00:31	True	True	False	False	False
00:32	False	True	False	False	False
00:33	False	True	False	False	False
00:34	False	True	False	False	False
00:35	False	True	False	False	False
00:36	False	False	False	False	False

In case of computing the signals on the max TF from the available TFs in the Signal Group, we would bring all smaller TF signals to the highest TF which in our example is 15m. Meaning Signal Group could be triggered only every 15m. Signals on the smaller TFs would be considered satisfied if at least one time during the 15m period they were triggered. The above table from the compute_on_min_tf would turn into the below table:

compute_on_max_tf

time	1m	5m	15m	Signal Triggered	Entry
00:00	True	True	False	False	False
00:15	True	True	True	True	False
00:30	True	True	False	False	True

Using compute_on_min_tf, we would have entry signals at 00:19 and 00:25 while using compute_on_max_tf, we would enter only at 00:30.

Inputs

signal_group_example

Name	Type	Description
Name	String	What to name your strategy, this name should be unique amongst your strategies
Exchange	Dropdown	Which exchange you want to backtest on/run your strategy live on
Side	Dropdown	Whether you are running a short or long strategy
Backtest Start Date	String	This is the date to backtest from, should be in YYYY-MM-DD format or YYYY-MM-DD HH:MM:SS
Backtest End Date	String	This is the date to backtest from, should be in YYYY-MM-DD format or YYYY-MM-DD HH:MM:SS
Breakeven Stop Loss	Checkbox	When ticked, it will be activated upon any type of non-full exit, e.g. if you exit 30% of the position at 1% profit, it will then place a stop loss at your `Average Entry Price + Fees`
Time Based Trailing SL	Checkbox	When ticked, will use the following two settings to decrease your Stop Loss %
Period for Time based Trailing Stop	Integer	Number of periods `(Lowest TF * Periods)` between each reduction of the Stop Loss %
%Change for Time Based Trailing SL	Float	Amount to decrease the Stop Loss % by, e.g. If your Stop Loss % is 0.5% and your %Change is 0.1% the next value would be 0.4%
Starting Balance	Integer	Simulated balance for your backtest
Leverage	Integer	The amount of Leverage to use (Only works where leverage can be used, otherwise it will be ignored)
Periods Between Trades	Integer	The number of periods to wait `(Lowest TF * Periods)` between taking another action, So if you get another signal between this time has passed, then that signal will be ignored
% Portfolio for Entry	Integer	The amount of your available balance to commit to a single entry
% Max usage of Portfolio	Integer	The total amount of your available balance that can be used
Stop Loss %	Integer	Stop Loss % of the trade (Calculated from Average Entry Price)
No Activity Stop Loss Periods	Integer	The number of periods `(Lowest TF * Periods)` to wait to exit the position, if there has been no signals, or take profits or scale in's etc
Trading Fee %	Integer	The Trading Fee % Which this particular exchange is charging YOU
Profit Scaling	Integer	Whether to enable Profit Scaling (You must have Scale in nodes connected)
Allow Signal on Scale in	Integer	When Ticked additional signals (entry logic) could be acted upon despite scale in logic is used, otherwise only first signal (entry logic) is allowed, and only scale in will increase the size of the position
Breakeven SL On Profit Scaling	Integer	Whether to activate Breakeven SL after a profit scale in, for example, if you scale in at 0.5% profit, your average entry price would increase by 0.25% and thus with it unticked it could immediately exit
Run Backtest	Integer	Run the backtest
Save Strategy	Integer	Save the strategy
Load Strategy	Integer	Load the Strategy
Set Strategy Live	Integer	Set the strategy live (Coming soon)