Bot Builder Reference

A tree-based visual editor for assembling trading strategies from modular blocks. You configure each block manually — no code is required, but no decisions are made for you.

Each tick, evaluation starts at the trading universe (top of the tree) and proceeds downward: signals are checked, filters gate execution, entry rules submit orders, exit rules close positions, and risk limits can override any action.

Every block belongs to a category: Signal, Filter, Entry, Exit, Sizer, or Risk. Categories determine how blocks combine (OR vs AND) and where they can be placed in the tree.

A named container that organizes related blocks visually. Groups have no effect on trading logic — they exist solely for readability.

Splits capital across child branches according to a weighting scheme. Supports equal, specified percentage, inverse-volatility, and custom modes.

Defines which symbol(s) a branch targets. Attach one or more assets to scope signals and orders to specific instruments.

Routes execution down one of two branches based on a boolean condition. The 'if' branch runs when the condition evaluates to true; the 'else' branch runs otherwise.

Multi-branch decision node. Routes execution to one of N cases based on a value or expression result.

Compares two values or indicator outputs and produces a boolean result. Supports >, <, ==, !=, >=, <= operators.

Pauses execution for a set duration or restricts execution to specific times. Adds time-based constraints to strategy logic.

Fires when the MACD line crosses above or below the signal line. Based on the difference between a fast and slow exponential moving average.

Scans for divergences between price action and the RSI oscillator. A bullish divergence occurs when price makes a lower low but RSI makes a higher low; bearish divergence is the opposite.

Outputs a signal when price closes beyond the upper or lower Bollinger Band. Optionally requires above-average volume as confirmation.

Fires when multiple moving averages converge within a configurable threshold. This condition sometimes precedes a directional move, but may also resolve sideways.

Flags when current volume exceeds a configurable multiple of the average volume over a lookback period. Optionally requires a directional price move.

Restricts trading to specific hours, days, or sessions. Blocks signal execution outside the defined time window.

Requires minimum volume before allowing trades. Intended to filter out thinly-traded conditions where order execution may be poor.

Gates trades based on a volatility measurement (ATR, realized vol, or implied vol). Passes or blocks based on whether volatility is above or below a threshold.

Submits a market order that is typically filled quickly but at a variable price. The fill price depends on the current bid/ask spread and available liquidity.

Places a limit order at or better than a specified price. Offers price control but the order may not be filled if the market moves away.

Submits a closing order when unrealized profit reaches a target value. Expressed as a percentage, fixed amount, or ATR multiple.

Closes the position when loss exceeds a defined threshold. A common pattern for per-trade loss caps in automated graphs.

A dynamic stop loss that moves with price in the favorable direction but does not move back. If price reverses by the trail amount, the position is closed.

Allocates a fixed percentage of account equity to each trade. The simplest sizing method.

Adjusts position size inversely to recent asset volatility. Trades smaller when volatility is high and larger when volatility is low.

Calculates position size based on estimated win rate and payoff ratio using the Kelly formula. Requires reliable historical estimates to be meaningful.

Enforces hard limits on drawdown, daily loss, open positions, and total exposure. This block is required on every bot and cannot be removed.

Selects a market-data provider (Yahoo Finance, connected broker, Finnhub, Alpha Vantage, Polygon.io, or a custom HTTPS endpoint), timeframe, history depth, and how symbols resolve—then feeds downstream logic on the canvas.

A deployable configuration generally requires signal coverage, a single active entry specification, at least one exit specification, a position-sizing rule, and risk-management nodes. The in-application panel enumerates the precise messages emitted when any required role is absent.

Numeric and enumerated parameters are validated against documented domains; required fields must be non-null.

Advisory messages for graph topologies that execute but may diverge from single-active-node conventions.

Begin with a minimal strategy: one signal, one entry, one exit, and a fixed sizer. Add complexity only after establishing a baseline through backtesting.

Never deploy a strategy to live trading without first backtesting it on historical data. Look for consistent behavior, acceptable drawdown, and sufficient sample size.

Set your max daily loss, max drawdown, and max position count before tuning any signals or entries. Risk limits define how long you stay in the game.

Strategies with many tuned parameters can fit historical data closely but fail on new data. Fewer, more robust parameters tend to generalize better.