Strategy Builder Documentation

The Quatick Strategy Builder is a professional-grade visual strategy creation system for automated trading. It provides a comprehensive 9-step wizard that walks you through every aspect of strategy design — from naming and configuration through signal construction, risk management, backtesting, and live deployment. The builder supports 100+ technical indicators, multiple broker integrations, advanced re-entry strategies (Grid/DCA/Pyramid), and a real-time backtesting engine with 30+ performance metrics.

┌─────────────────────────────────────────────────────────────────────────────┐
│                        STRATEGY BUILDER WIZARD (UI Layer)                    │
│                                                                             │
│  ┌──────────┐  ┌──────────┐  ┌──────────┐  ┌──────────┐  ┌──────────┐    │
│  │Particulars│  │ Settings │  │ Tagging  │  │  Symbol  │  │ Quantity │    │
│  │  Step 0   │  │  Step 1  │  │  Step 2  │  │  Step 3  │  │  Step 4  │    │
│  └─────┬─────┘  └─────┬────┘  └─────┬────┘  └─────┬────┘  └─────┬────┘    │
│        │              │              │              │              │         │
│  ┌─────┴─────┐  ┌─────┴────┐  ┌─────┴────┐  ┌─────┴──────────────┘         │
│  │   Entry   │  │   Exit   │  │ Backtest │  │    Review & Deploy           │
│  │  Step 5   │  │  Step 6  │  │  Step 7  │  │       Step 8                 │
│  └─────┬─────┘  └─────┬────┘  └─────┬────┘  └─────────────────────┘        │
│        │              │              │                                       │
│        └──────────────┴──────────────┘                                      │
│                       │                                                     │
├───────────────────────┼─────────────────────────────────────────────────────┤
│                       ▼                                                     │
│              ┌─────────────────┐                                            │
│              │  Zustand Store  │  ← Global state (900+ lines)              │
│              │ useStrategyStore│     All steps, chart, backtest state       │
│              └────────┬────────┘                                            │
│                       │                                                     │
├───────────────────────┼─────────────────────────────────────────────────────┤
│          SIGNAL EVALUATION ENGINE                                           │
│                       │                                                     │
│  ┌───────────┐  ┌─────┴───────┐  ┌────────────┐  ┌────────────────┐       │
│  │ Condition  │  │  Evaluator  │  │ Variables  │  │  Indicators    │       │
│  │  Builder   │──│  Engine     │──│  Resolver  │──│  Library (50+) │       │
│  └───────────┘  └─────┬───────┘  └────────────┘  └────────────────┘       │
│                       │                                                     │
├───────────────────────┼─────────────────────────────────────────────────────┤
│          BACKTEST ENGINE                                                    │
│                       │                                                     │
│  ┌───────────┐  ┌─────┴───────┐  ┌────────────┐  ┌────────────────┐       │
│  │ Position   │  │  Backtest   │  │  Metrics   │  │  Chart Viz     │       │
│  │ Manager    │──│  Runner     │──│ Calculator │──│ (Equity/DD/PnL)│       │
│  └───────────┘  └─────────────┘  └────────────┘  └────────────────┘       │
│                                                                             │
├─────────────────────────────────────────────────────────────────────────────┤
│          EXECUTION LAYER                                                    │
│                                                                             │
│  ┌───────────┐  ┌─────────────┐  ┌────────────┐  ┌────────────────┐       │
│  │  Paper     │  │   Live      │  │  Broker    │  │  Risk Limits   │       │
│  │ Trading    │  │  Executor   │  │  Adapters  │  │  & Breakers    │       │
│  └───────────┘  └─────────────┘  └────────────┘  └────────────────┘       │
└─────────────────────────────────────────────────────────────────────────────┘

Name your strategy, add a description, select tags for categorization, and set visibility (private/public). An auto-generated 8-digit Strategy ID is created from your strategy name.

Configure global strategy behavior — enable multiple entries/exits, choose a multi-entry strategy type (Grid/DCA/Pyramid/Manual), set spread type and gap connections.

Optional step to configure client order ID prefixes for tracking and reconciliation. Define signal tags, conditional tags, and order linking rules.

Select your trading broker, instrument (stock/futures/options/crypto), timeframe (1m to 1W), and session mode (continuous/intraday/positional) with exchange-specific session times.

Define position sizing mode — Fixed Quantity, % of Capital, Risk-Based, or Capital per Position. Set maximum concurrent positions and configure entry allocations for multi-entry strategies.

Build entry conditions using the form editor or visual node builder. Configure indicators, operators, and thresholds. Set up re-entry strategies (Grid/DCA/Pyramid) with levels, spacing, and cooldown.

Define exit conditions, stop loss (percentage/fixed/ATR with optional trailing), take profit (percentage/fixed/risk-reward), partial exit levels, daily loss limits, and retry configuration.

Run historical backtests, forward tests (walk-forward analysis), or switch to real-time paper/live trading. View 30+ performance metrics, equity curves, drawdown charts, and monthly returns heatmaps.

Review all strategy settings in collapsible sections. Export/import strategy as DSL JSON. View the human-readable HSL format. Deploy to paper trading or live broker execution.

Build Your First Strategy

• Open the Strategy Builder from the Automated Trading section
• Step 0: Enter a strategy name (e.g., 'Golden Cross NIFTY') — the ID auto-generates
• Step 1: Leave default settings unless using multi-entry — proceed to next step
• Step 2: Skip tagging (optional) — proceed to next step
• Step 3: Select Broker → Symbol (e.g., NIFTY) → Timeframe (e.g., 5m) → Session Mode
• Step 4: Choose 'Fixed Quantity', set quantity to 1 lot
• Step 5: Add Entry — Left: SMA(50) → Operator: crossesAbove → Right: SMA(200)
• Step 6: Add Exit — Left: SMA(50) → Operator: crossesBelow → Right: SMA(200) + Set SL: 2%
• Step 7: Run Backtest — set date range, capital, and hit 'Run Backtest'
• Step 8: Review results and deploy to Paper Trading

Particulars Step Checklist

• Enter a clear, descriptive strategy name using the naming convention
• Verify the auto-generated Strategy ID is displayed
• Write a thorough description explaining the strategy's logic and market target
• Add relevant tags for categorization (at least 2-3 tags recommended)
• Set visibility to 'Private' during development, switch to 'Public' when ready
• Upload a strategy figure (optional but recommended for marketplace listing)

GRID TRADING                    DCA (Dollar Cost Avg)           PYRAMID (Scale-In)

Price ▲                         Price ▲                         Price ▲
      │                               │                               │
  $110│ ── SELL ──────             $100│ ── ENTRY 1 ──             $120│ ── ENTRY 3 (add) ──
      │                               │                               │
  $105│ ── SELL ──────              $95│ ── SAFETY 1 ──            $115│ ── ENTRY 2 (add) ──
      │                               │                               │
  $100│ ── CENTER ────              $90│ ── SAFETY 2 ──            $110│ ── ENTRY 1 (base) ──
      │                               │                               │
   $95│ ── BUY ───────              $85│ ── SAFETY 3 ──                │
      │                               │                               │
   $90│ ── BUY ───────              $80│ ── SAFETY 4 ──                │
      │                               │ (increasing size)              │ (decreasing size)
──────┴────────── Time     ───────┴────────── Time      ──────┴────────── Time

Settings Step Checklist

• Decide whether your strategy needs multiple entries (Grid/DCA/Pyramid) or single entry
• If using multi-entry, select the appropriate re-entry strategy type
• Configure spread between levels (Fixed for simple, ATR for adaptive)
• Enable Gap Connections if you want entry-exit linking
• Review the starting counter from the Tagging step
• For simple strategies, default settings (single entry/exit) work well — skip to Symbol step

Template:  {Prefix} - {OrderContext} - {Counter}

Prefix:        GC-NIFTY       (user-defined)
OrderContext:  LE              (Long Entry / LX=Long Exit / SE=Short Entry / SX=Short Exit)
Counter:       0001            (auto-increment, padded)

Result:        GC-NIFTY-LE-0001
Next order:    GC-NIFTY-LE-0002
Exit order:    GC-NIFTY-LX-0001

┌────────────────────────────────────────────────────┐
│  Prefix Segments                                    │
├────────────────────────────────────────────────────┤
│  I = Instrument    (NIFTY, BTCUSDT)                │
│  D = Direction     (B=Buy, S=Sell)                 │
│  B = Broker        (ZRD=Zerodha, BIN=Binance)      │
│  Context = LE/LX/SE/SX                             │
│  Counter = Sequential number                       │
└────────────────────────────────────────────────────┘

Tagging Step Checklist

• Define a meaningful Client Order ID prefix for your strategy
• Select appropriate order context segments (LE/LX/SE/SX)
• Configure counter padding (YYYY for up to 9999 orders)
• Add signal tags if running multiple entry signals for attribution analysis
• Enable Auto Order ID Linking for paired entry/exit tracking
• Skip this step entirely if you're only backtesting — tags are for live execution

CONTINUOUS (24/7)              INTRADAY                        POSITIONAL

│ Active ─────────────│        │   09:15 ──── 15:30   │        │ Active ─────────────│
│ No session limits   │        │   ▲ Open    Close ▼   │        │ Positions carry over│
│ Crypto markets      │        │   │  Strategy   │     │        │ Multi-day holding   │
│ Always evaluating   │        │   │  evaluates  │     │        │ No auto square-off  │
│                     │        │   │  candles    │     │        │                     │
│ ─── 00:00 ── 24:00 │        │   │ Force exit │     │        │ ─── Day 1 ── Day N  │
│                     │        │   │  at 15:25  │     │        │                     │
│ No gaps             │        │   Gaps between│     │        │ Overnight gaps exist │
│                     │        │   sessions    │     │        │                     │

Symbol Step Checklist

• Select the correct broker for your target exchange
• Choose the appropriate sub-asset type (equity/commodity/currency/crypto)
• Search and select your instrument from the symbol picker
• For futures: verify the correct expiry date is selected
• For options: configure strike type (ATM/ITM/OTM) and offset
• Set timeframe matching your trading style (scalping: 1-5m, intraday: 15m-1H, swing: 4H-1D)
• Choose session mode — Intraday for day trading, Continuous for crypto, Positional for swing
• If Intraday: verify session start/end times from exchange defaults

Total Capital: ₹10,00,000

┌─────────────────────────────────────────────────────────┐
│                                                          │
│  Entry Set 1 (RSI Oversold)          60% = ₹6,00,000   │
│  ████████████████████████████████████░░░░░░░░░░░░░░░░   │
│                                                          │
│  Entry Set 2 (MACD Bull Cross)       25% = ₹2,50,000   │
│  ███████████████░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░   │
│                                                          │
│  Entry Set 3 (Bollinger Bounce)      15% = ₹1,50,000   │
│  █████████░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░   │
│                                                          │
│  Total                              100% = ₹10,00,000  │
└─────────────────────────────────────────────────────────┘

With Max Positions = 3:
  At most 3 positions can be open simultaneously.
  If all 3 entries fire, total exposure = ₹10,00,000.

Quantity Step Checklist

• Choose the position sizing mode that matches your risk management approach
• For beginners: start with Fixed Quantity for simplicity
• For risk management: use Risk-Based sizing (requires stop loss in Exit step)
• Set appropriate capital amount matching your trading account
• Configure maxPositions to limit total exposure
• If using multiple entries, allocate capital percentages to each entry set
• If using leverage, ensure stop losses are configured to prevent margin calls
• Verify the Strategy Profile matches your intended trading approach

┌─────────────────────────────────────────────────────────────────────┐
│                    SIGNAL EVALUATION PIPELINE                       │
├─────────────────────────────────────────────────────────────────────┤
│                                                                     │
│  ┌──────────────┐    ┌───────────────┐    ┌──────────────────┐     │
│  │  Market Data  │───▶│  Indicator    │───▶│  Condition       │     │
│  │  Feed (OHLCV) │    │  Calculator   │    │  Evaluator       │     │
│  └──────────────┘    └───────────────┘    └────────┬─────────┘     │
│                                                     │               │
│                                           ┌─────────▼──────────┐   │
│                                           │   Logic Combiner   │   │
│                                           │   (AND / OR / NOT) │   │
│                                           └─────────┬──────────┘   │
│                                                     │               │
│                              ┌───────────────────────┤               │
│                              │                       │               │
│                    ┌─────────▼──────┐    ┌──────────▼──────────┐   │
│                    │  Flow Control  │    │  Direct Signal      │   │
│                    │  if/elif/else  │    │  (no flow control)  │   │
│                    └─────────┬──────┘    └──────────┬──────────┘   │
│                              │                       │               │
│                              └───────────┬───────────┘               │
│                                          │                           │
│                              ┌───────────▼───────────┐              │
│                              │   Signal Dispatcher   │              │
│                              │   ┌─────────────────┐ │              │
│                              │   │ Dedup / Cooldown │ │              │
│                              │   │ Rate Limiter     │ │              │
│                              │   │ Session Filter   │ │              │
│                              │   └─────────────────┘ │              │
│                              └───────────┬───────────┘              │
│                                          │                           │
│                              ┌───────────▼───────────┐              │
│                              │   ORDER PLACEMENT     │              │
│                              │   Market / Limit      │              │
│                              └───────────────────────┘              │
└─────────────────────────────────────────────────────────────────────┘

┌──────────────────────────────────────────────────────────────┐
│                    CONDITION GROUP                            │
│                                                              │
│  ┌─────────────┐    ┌──────────────┐    ┌───────────────┐   │
│  │ LEFT OPERAND│    │   OPERATOR   │    │ RIGHT OPERAND │   │
│  │             │    │              │    │               │   │
│  │ Indicator   │ →  │  >  <  ==    │ →  │ Number        │   │
│  │ Price var   │    │  >= <= !=    │    │ Indicator     │   │
│  │ Custom expr │    │ crossesAbove │    │ Price var     │   │
│  │             │    │ crossesBelow │    │ Custom expr   │   │
│  └─────────────┘    └──────────────┘    └───────────────┘   │
│                                                              │
│  ┌──── AND / OR ────┐                                        │
│  │                  │                                        │
│  │  Condition 1  ───┤                                        │
│  │  Condition 2  ───┤  → All true (AND) or Any true (OR)    │
│  │  Condition 3  ───┤                                        │
│  │  [Nested Group]──┤                                        │
│  │                  │                                        │
│  └──────────────────┘                                        │
└──────────────────────────────────────────────────────────────┘

// Nested condition group example
AND {
  RSI(14)  crossesAbove  30               // Primary trigger
  OR {
    MACD(12,26,9)  crossesAbove  0        // Confirmation A
    Supertrend(10,3)  ==  "bullish"       // Confirmation B
  }
  Volume  >  Mean(Volume, 20) * 1.5       // Volume filter
  HourOfDay  >=  10                        // Time filter
  HourOfDay  <   15                        // Time filter
}

  Bar N arrives (new candle close)
  │
  ├─1─ Update all indicator buffers (RSI, MACD, SMA, etc.)
  │    └─ Indicators compute on the full candle history
  │
  ├─2─ Evaluate each condition in the condition group
  │    ├─ Left operand = resolve indicator/variable value
  │    ├─ Right operand = resolve indicator/variable/constant
  │    └─ Apply operator (>, <, crossesAbove, etc.)
  │
  ├─3─ Combine results with AND/OR logic
  │    └─ Short-circuit: AND stops at first false, OR at first true
  │
  ├─4─ Apply flow control (if/elif/else) if configured
  │    └─ Evaluate blocks in order, first match wins
  │
  ├─5─ Check signal filters
  │    ├─ Cooldown: has enough time passed since last signal?
  │    ├─ Session: is the market in an active trading window?
  │    ├─ Max entries: has the position limit been reached?
  │    └─ Spread filter: is the bid-ask spread acceptable?
  │
  ├─6─ If all checks pass → EMIT SIGNAL
  │    └─ Signal includes: direction, timestamp, bar index, metadata
  │
  └─7─ Signal → Order placement engine
       └─ Market order or limit order per configuration

  crossesAbove Detection:
  ────────────────────────────────────────────────

  Bar N-1:  Left = 28   Right = 30   →  Left < Right  ✓ (below)
  Bar N:    Left = 32   Right = 30   →  Left >= Right ✓ (above)
  Result:   crossesAbove fires on Bar N ✅

  Bar N+1:  Left = 35   Right = 30   →  Still above, no previous "below"
  Result:   Does NOT fire again ❌ (not a new crossing)


  Practical Example — RSI(14) crossesAbove 30:
  ────────────────────────────────────────────────

  Bar 97:   RSI = 27.3  →  below 30
  Bar 98:   RSI = 29.1  →  still below 30
  Bar 99:   RSI = 31.8  →  crossed above 30  ← SIGNAL FIRES HERE
  Bar 100:  RSI = 34.2  →  still above 30    ← no signal
  Bar 101:  RSI = 28.5  →  back below 30
  Bar 102:  RSI = 32.1  →  crossed above 30  ← SIGNAL FIRES AGAIN

  PATTERN 1: Trend Following + Momentum Confirmation
  ──────────────────────────────────────────────────
  AND {
    EMA(21)  >  EMA(55)                    ← Trend filter (uptrend)
    Close  crossesAbove  EMA(21)           ← Pullback entry trigger
    RSI(14)  >  40  AND  RSI(14)  <  70    ← Not oversold or overbought
    ADX(14)  >  20                         ← Trend has strength
  }
  Use case: Swing trading in trending markets

  PATTERN 2: Mean Reversion + Volatility Filter
  ──────────────────────────────────────────────────
  AND {
    RSI(14)  crossesAbove  30              ← Oversold bounce trigger
    Close  <  BB_Lower(20, 2)              ← Price at/below lower band
    ATR(14)  >  ATR(14)[20]               ← Volatility expanding
    Volume  >  Mean(Volume, 20) * 1.2     ← Volume confirmation
  }
  Use case: Counter-trend scalping in range-bound markets

  PATTERN 3: Breakout + Multi-Timeframe
  ──────────────────────────────────────────────────
  AND {
    Close  >  Max(High, 20)                ← Donchian breakout
    Volume  >  Mean(Volume, 20) * 2        ← Volume surge (2x average)
    MACD(12,26,9)  >  0                    ← Momentum aligned
    OR {
      ADX(14)  >  25                       ← Strong trend
      ATR(14) / Close * 100  >  2          ← Sufficient volatility
    }
  }
  Use case: Momentum breakout plays on higher timeframes

  PATTERN 4: Convergence (Triple Screen)
  ──────────────────────────────────────────────────
  AND {
    Supertrend(10,3)  ==  "bullish"        ← Screen 1: Trend
    MACD(12,26,9)  crossesAbove  0         ← Screen 2: Momentum
    Close  crossesAbove  EMA(9)            ← Screen 3: Timing
  }
  Use case: High-probability entries with multi-layer confirmation

  ┌───────────────────────────────────────────────────┐
  │              MULTI-ENTRY DISPATCHER                │
  ├───────────────────────────────────────────────────┤
  │                                                    │
  │  ┌──────────────────┐  ┌──────────────────┐       │
  │  │ Entry Set A      │  │ Entry Set B      │       │
  │  │ "RSI Oversold"   │  │ "MACD Cross"     │       │
  │  │                  │  │                  │       │
  │  │ RSI(14) < 30     │  │ MACD crossesAbove│       │
  │  │ AND Close < BB   │  │ Signal AND       │       │
  │  │ AND Volume > avg │  │ ADX > 20         │       │
  │  └────────┬─────────┘  └────────┬─────────┘       │
  │           │ true?               │ true?            │
  │           ▼                     ▼                  │
  │  ┌──────────────────────────────────────┐          │
  │  │       SIGNAL MERGER                  │          │
  │  │  First set to fire wins (priority)   │          │
  │  │  or ALL can fire (independent mode)  │          │
  │  └──────────────────┬───────────────────┘          │
  │                     │                              │
  │                     ▼                              │
  │          ORDER PLACEMENT ENGINE                    │
  └───────────────────────────────────────────────────┘

GRID RE-ENTRY                              DCA RE-ENTRY

Entry @ $100                               Entry @ $100
  │                                          │
  ├── Level 1: Buy @ $97  (−3%)             ├── Safety Order 1: Buy @ $95  (−5%)
  │   Qty: 100 units                         │   Qty: 150 units (1.5× base)
  │                                          │
  ├── Level 2: Buy @ $94  (−6%)             ├── Safety Order 2: Buy @ $90  (−10%)
  │   Qty: 100 units                         │   Qty: 225 units (1.5× prev)
  │                                          │
  ├── Level 3: Buy @ $91  (−9%)             ├── Safety Order 3: Buy @ $83  (−17%)
  │   Qty: 100 units                         │   Qty: 338 units (1.5× prev)
  │                                          │
  Total: 400 units, Avg: $95.50              Total: 813 units, Avg: $90.28

PYRAMID RE-ENTRY                           COOLDOWN RE-ENTRY

Entry @ $100                               Entry @ Bar 0
  │                                          │
  ├── Add @ $105  (+5%)                     ├── Re-entry: Bar 10 (cooldown=10)
  │   Qty: 75 units (75% of base)            │
  │                                          ├── Re-entry: Bar 25 (cooldown=10)
  ├── Add @ $110  (+10%)                     │
  │   Qty: 50 units (50% of base)            ├── Max re-entries reached (max=3)
  │                                          │
  Total: 225 units, Avg: $104.44             Total: 3 entries over 25 bars

  ┌───────────────────────────────────────────────────┐
  │            FLOW CONTROL EVALUATOR                  │
  ├───────────────────────────────────────────────────┤
  │                                                    │
  │  if (ADX > 25 AND Supertrend == "bullish") {       │
  │    → Entry Type: TREND_FOLLOW                      │
  │    → Use: Close crossesAbove EMA(21)               │
  │  }                                                 │
  │                                                    │
  │  elif (RSI < 30 AND Close < BB_Lower) {            │
  │    → Entry Type: MEAN_REVERSION                    │
  │    → Use: RSI crossesAbove 30                      │
  │  }                                                 │
  │                                                    │
  │  elif (Volume > Mean(Vol,20)*3 AND Range > 2*ATR) {│
  │    → Entry Type: BREAKOUT                          │
  │    → Use: Close > Max(High, 20)                    │
  │  }                                                 │
  │                                                    │
  │  else {                                            │
  │    → No entry (wait for clearer signal)            │
  │  }                                                 │
  │                                                    │
  │  First matching block's action is used.            │
  │  If no blocks match → no signal emitted.           │
  └───────────────────────────────────────────────────┘

// Flow control DSL example — adaptive strategy
flow {
  if (ADX(14) > 25) {
    // Trending market — use trend-following entry
    entry: EMA(9) crossesAbove EMA(21) AND RSI(14) > 40
    type: "trend_follow"
  }
  elif (BB_Width(20,2) < Percentile(BB_Width, 100, 10)) {
    // Low volatility squeeze — use breakout entry
    entry: Close > BB_Upper(20,2) AND Volume > Mean(Volume, 20) * 2
    type: "breakout"
  }
  else {
    // Range-bound — use mean reversion
    entry: RSI(14) crossesAbove 30 AND Close < BB_Lower(20,2)
    type: "mean_reversion"
  }
}

Entry Step Checklist

• Start with a single entry condition — add complexity gradually
• Use crossesAbove/crossesBelow for trigger conditions (fire once)
• Use > / < for filter conditions that must remain true
• Add a confirmation filter to reduce false signals (e.g., RSI > 30)
• Combine 2-3 indicator types: trend + momentum + volume
• For multi-entry: configure re-entry limits and cooldown periods
• Test with Signal Presets first, then customize parameters
• Verify entry signals appear as arrows on the chart preview
• If using Grid/DCA/Pyramid, verify level spacing and quantities
• Keep total conditions per signal under 5 — complex signals overfit
• Run a quick backtest to validate signal frequency (50-200 trades ideal)

PERCENTAGE STOP LOSS                    ATR-BASED STOP LOSS

Entry @ $100, SL = 2%                  Entry @ $100, SL = 2 × ATR
                                        (ATR(14) = $3.50, SL = $7)
Price ▲                                 Price ▲
  $105│                                   $105│
  $100│ ── ENTRY ──────                   $100│ ── ENTRY ──────
      │                                       │
   $98│ ── STOP LOSS ── (−2%)              $93│ ── STOP LOSS ── (2×ATR)
      │  Max loss: $2/share                   │  Max loss: $7/share
      │                                       │  (adapts to volatility)

TRAILING STOP LOSS (2% trail)

Price ▲
  $115│ ── Peak reached
  $113│ ── TRAIL SL moves up (2% below $115)
  $110│ ── (was here when price at $112)
  $108│ ── (was here when price at $110)
  $100│ ── ENTRY
   $98│ ── Initial SL (2% below entry)

  Timeline: SL ratchets UP as price rises, NEVER moves down.
  Exit triggers when price drops to current SL level.

Entry @ $100, SL @ $98 (2%), Position: 100 shares

┌────────────────────────────────────────────────────────────┐
│  Level 3: Sell 30% @ +6% ($106)     ← Remaining 30 shares │
│  ───────────────────────────────                           │
│  Level 2: Sell 30% @ +4% ($104)     ← Sell 30 shares      │
│  ───────────────────────────────                           │
│  Level 1: Sell 40% @ +2% ($102)     ← Sell 40 shares      │
│  ═══════════════════════════════                           │
│  ENTRY @ $100 (100 shares)                                 │
│  ───────────────────────────────                           │
│  STOP LOSS @ $98 (−2%)             ← All remaining shares │
└────────────────────────────────────────────────────────────┘

Timeline:
  Bar 5:  Price hits $102 → Sell 40 shares (+$80 profit locked)
  Bar 12: Price hits $104 → Sell 30 shares (+$120 profit locked)
  Bar 20: Price hits $106 → Sell 30 shares (+$180 profit locked)
  Total profit if all levels hit: $380

  If price reverses at $103 → SL hits on remaining 60 shares
  Profit: 40 × $2 = $80 locked − 60 × $2 = $120 loss = −$40 net
  (vs. −$200 without partial exits)

Exit Step Checklist

• ALWAYS configure a Stop Loss — never deploy without one
• Set SL between 1-5% for equities, 3-8% for crypto (ATR-based recommended)
• Add a Take Profit — even if using condition-based exits
• Consider trailing stop for trend-following strategies
• For Risk:Reward TP, target at least 2:1 ratio (TP = 2× SL distance)
• Add partial exit levels if you want staged profit-taking
• Set maxDailyLoss limit to prevent catastrophic drawdowns
• Define exit conditions as a backstop — SMA crossBelow or RSI overbought
• Test exit behavior in backtesting before live deployment
• Configure retry settings for live execution reliability

SINGLE WINDOW (70/30 split):

┌──────────────────────────────────┬──────────────────┐
│        TRAINING (70%)            │   TESTING (30%)   │
│  Optimize strategy on this data  │ Validate on this  │
│  ────────────────────────────    │ ──────────────    │
│  2020-01      →      2023-06    │ 2023-07 → 2024-12 │
└──────────────────────────────────┴──────────────────┘

MULTI-WINDOW (3 windows):

Window 1: ┌──── TRAIN ────┬── TEST ──┐
Window 2:     ┌──── TRAIN ────┬── TEST ──┐
Window 3:         ┌──── TRAIN ────┬── TEST ──┐

INTERPRETATION:
  Train P&L: +25%    Test P&L: +22%    → ROBUST (consistent)
  Train P&L: +45%    Test P&L: −5%     → OVERFITTED (discard/simplify)
  Train P&L: +15%    Test P&L: +18%    → ROBUST (test even better)

Testing Step Checklist

• Run a backtest with at least 6 months of data for statistical significance
• Set realistic commission and slippage values for your broker
• Check: Total trades > 30 (enough sample size for reliable statistics)
• Check: Win rate > 40% with RR > 1.5, or Win rate > 55% with RR > 1
• Check: Max drawdown < 20% for conservative, < 30% for aggressive strategies
• Check: Sharpe ratio > 1.0 (risk-adjusted returns are positive)
• Check: Profit factor > 1.5 (gross profit significantly exceeds gross loss)
• Run forward test to verify performance on unseen data
• If forward test performance drops > 50%, simplify conditions (reduce overfitting)
• Paper trade for at least 1-2 weeks before deploying with real capital
• Monitor drawdown chart for concerning patterns (deep/long drawdown periods)

{
  "name": "Golden Cross NIFTY",
  "strategyId": "48291035",
  "description": "Long-term trend following using SMA crossovers",
  "tags": ["trend-following", "equity", "intraday"],
  "symbol": {
    "broker": "zerodha",
    "symbols": [{ "symbol": "NIFTY", "productType": "futures" }],
    "timeframe": "15m",
    "sessionMode": "intraday"
  },
  "quantity": {
    "mode": "fixed",
    "quantity": 1,
    "maxPositions": 1
  },
  "entry": {
    "conditions": {
      "operator": "AND",
      "conditions": [
        { "left": "SMA(50)", "op": "crossesAbove", "right": "SMA(200)" },
        { "left": "RSI(14)", "op": ">", "right": 30 }
      ]
    }
  },
  "exit": {
    "stopLoss": { "type": "percentage", "value": 2, "trailing": true },
    "takeProfit": { "type": "riskReward", "value": 3 }
  }
}

Final Review Before Deployment

• Verify strategy name and description are accurate and descriptive
• Confirm broker and symbol are correct for your trading account
• Verify timeframe matches your intended trading style
• Review all entry conditions — check for logic errors
• Confirm stop loss is enabled and at an appropriate level
• Verify take profit or exit conditions are configured
• Review partial exit levels if using staged profit-taking
• Confirm position sizing doesn't exceed your risk tolerance
• Verify backtest results are acceptable (win rate, drawdown, Sharpe)
• Forward test shows consistent performance with backtest
• Start with paper trading — never go live without paper testing first

Indicator Selection Guide

• Start with ONE primary indicator per condition — don't overcomplicate
• Use trend indicators (SMA/EMA/Supertrend) for direction confirmation
• Use momentum indicators (RSI/MACD) for timing and overbought/oversold levels
• Add volume indicators (OBV/VWAP) for trade confirmation
• Use ATR for dynamic stop loss and position sizing
• Avoid using multiple indicators from the same category (redundant signals)
• Test standard parameters first (RSI=14, SMA=50/200, ATR=14) before optimizing
• Maximum 2-3 indicators per signal to avoid overfitting

{
  "version": "2.0",
  "meta": {
    "name": "Supertrend Scalper",
    "strategyId": "92841635",
    "description": "5-minute Supertrend with RSI filter",
    "tags": ["scalping", "trend-following", "intraday"],
    "access": "private"
  },
  "symbol": {
    "broker": "zerodha",
    "subAssetType": "stock",
    "symbols": [
      { "symbol": "NIFTY", "productType": "futures", "expiry": "2026-04-30" }
    ],
    "timeframe": "5m",
    "sessionMode": "intraday",
    "sessionStart": "09:15",
    "sessionEnd": "15:30"
  },
  "quantity": {
    "mode": "percentOfCapital",
    "percent": 5,
    "capital": 1000000,
    "maxPositions": 2
  },
  "entry": {
    "signals": [
      {
        "id": "sig-001",
        "label": "Supertrend Flip + RSI",
        "conditions": {
          "operator": "AND",
          "children": [
            {
              "left": { "type": "indicator", "name": "Supertrend", "params": { "period": 10, "multiplier": 3 } },
              "op": "crossesBelow",
              "right": { "type": "price", "name": "Close" }
            },
            {
              "left": { "type": "indicator", "name": "RSI", "params": { "period": 14 } },
              "op": ">",
              "right": { "type": "constant", "value": 30 }
            }
          ]
        },
        "order": { "type": "market", "side": "buy", "tif": "day" }
      }
    ],
    "reEntry": {
      "enabled": true,
      "mode": "cooldown",
      "cooldownBars": 10,
      "maxReEntries": 2
    }
  },
  "exit": {
    "signals": [
      {
        "id": "exit-001",
        "conditions": {
          "operator": "OR",
          "children": [
            {
              "left": { "type": "indicator", "name": "Supertrend", "params": { "period": 10, "multiplier": 3 } },
              "op": "crossesAbove",
              "right": { "type": "price", "name": "Close" }
            }
          ]
        }
      }
    ],
    "stopLoss": { "enabled": true, "type": "atr", "value": 2, "trailing": true, "trailingType": "percentage", "trailingAmount": 1 },
    "takeProfit": { "enabled": true, "type": "riskReward", "value": 3 },
    "partialExits": [
      { "percent": 50, "targetType": "rr", "targetValue": 1.5 },
      { "percent": 50, "targetType": "rr", "targetValue": 3 }
    ],
    "maxDailyLoss": 3
  }
}

For each candle bar:
┌─────────────┐     ┌────────────────┐     ┌──────────────────┐
│  Raw Candle  │ ──► │   Indicator    │ ──► │    Condition     │
│  OHLCV data  │     │   Calculator   │     │    Evaluator     │
│              │     │   SMA, RSI...  │     │   Left op Right  │
└─────────────┘     └────────────────┘     └──────────────────┘
                                                     │
                                                     ▼
                                            ┌──────────────────┐
                                            │   Boolean Logic  │
                                            │   AND / OR tree  │
                                            │   Nested groups  │
                                            └──────────────────┘
                                                     │
                                        ┌────────────┴────────────┐
                                        ▼                         ▼
                               ┌──────────────┐         ┌──────────────┐
                               │ Signal TRUE  │         │ Signal FALSE │
                               │ → Place order│         │ → No action  │
                               │ → Check SL/TP│         │ → Check SL/TP│
                               └──────────────┘         └──────────────┘

Crossover Detection (crossesAbove):
  Bar N-1: Left < Right  (below)
  Bar N:   Left >= Right (above)  ← FIRE signal on this bar only

State Machine:
  IDLE → [condition true] → POSITION_OPEN → [exit true] → IDLE
  POSITION_OPEN → [SL hit] → IDLE
  POSITION_OPEN → [TP hit] → IDLE